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math.PR2011
Extremes of independent stochastic processes: a point process approach
Clément Dombry, Frédéric Eyi-Minko
For each , let be independent copies of a nonnegative continuous stochastic process indexed by a compact metric spac…
math.PR2011★ 5 cited
Regular conditional distributions of max infinitely divisible processes
Clément Dombry, Frédéric Eyi-Minko
This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-i…