7 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2009
On the Association of Sum- and Max- Stable Processes
Yizao Wang, Stilian A. Stoev
We address the notion of association of sum- and max- stable processes from the perspective of linear and max-linear isometries. We establish the appealing results that these two c…
math.PR2009
On the Structure and Representations of Max--Stable Processes
Yizao Wang, Stilian A. Stoev
We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations p…
math.ST2006★ 7 cited
Estimating heavy-tail exponents through max self-similarity
Stilian A. Stoev, George Michailidis, Murad S. Taqqu
In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of t…