Sebastian Engelke

activity

20142024

most citedStatistical regionalization for estimation of extreme river discharges

1 citations · 1 across the 6 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2014

Max-stable processes and stationary systems of Lévy particles

Sebastian Engelke, Zakhar Kabluchko

We study stationary max-stable processes ${η (t) : t \in R}$ admitting a representation of the form $η (t) = max_{i \in N} (U_{i} + Y_{i} (t))$ , where $\sum_{i=1}^{\infty}…

math.PR2014

A Lévy process on the real line seen from its supremum and max-stable processes

Sebastian Engelke, Jevgenijs Ivanovs

We consider a process $Z$ on the real line composed from a Lévy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of…