Article ID Journal Published Year Pages File Type
1156678 Stochastic Processes and their Applications 2014 14 Pages PDF
Abstract
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order 1. A similar statement is also proved for continuous time processes.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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