A Max-AR(1) Model with Max-Semistable Marginals
arXiv:math/0602583
Abstract
The structure of stationary first order max-autoregressive schemes with max-semi-stable marginals is studied. A connection between semi-selfsimilar extremal processes and this max-autoregressive scheme is discussed resulting in their characterizations. Corresponding cases of max-stable and selfsimilar extremal processes are also discussed.
In journal format, 5 Pages, contents changed