4 citations · 12 across the 10 of their papers we have counts for
13 papers
Multivariate tempered stable random fields
Dustin Kremer, Hans-Peter Scheffler
Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the s…
Multi operator-stable random measures and fields
Dustin Kremer, Hans-Peter Scheffler
In this paper we construct vector-valued multi operator-stable random measures that behave locally like operator-stable random measures. The space of integrable functions is charac…
Operator-stable and operator-self-similar random fields
Dustin Kremer, Hans-Peter Scheffler
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields with values in $\mathbb{R}^m…
Multivariate stochastic integrals with respect to independently scattered random measures on δ-rings
Dustin Kremer, Hans-Peter Scheffler
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in and their corresponding stochastic integra…
Coupled Continuous Time Random Maxima
Katharina Hees, Hans-Peter Scheffler
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times betw…
On joint sum/max stability and sum/max domains of attraction
Katharina Hees, Hans-Peter Scheffler
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we a…