Dȩbicki, Krzysztof; Hashorva, Enkelejd Approximation of supremum of max-stable stationary processes & Pickands constants. (English) Zbl 1462.60039 J. Theor. Probab. 33, No. 1, 444-464 (2020). Reviewer: Ilie Valuşescu (Bucureşti) MSC: 60G10 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dȩbicki} and \textit{E. Hashorva}, J. Theor. Probab. 33, No. 1, 444--464 (2020; Zbl 1462.60039) Full Text: DOI arXiv
Wang, Yizao Extremes of \(q\)-Ornstein-Uhlenbeck processes. (English) Zbl 1405.60072 Stochastic Processes Appl. 128, No. 9, 2979-3005 (2018). MSC: 60G70 60J25 PDFBibTeX XMLCite \textit{Y. Wang}, Stochastic Processes Appl. 128, No. 9, 2979--3005 (2018; Zbl 1405.60072) Full Text: DOI arXiv
Hashorva, Enkelejd Representations of \(\max\)-stable processes via exponential tilting. (English) Zbl 1405.60071 Stochastic Processes Appl. 128, No. 9, 2952-2978 (2018). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{E. Hashorva}, Stochastic Processes Appl. 128, No. 9, 2952--2978 (2018; Zbl 1405.60071) Full Text: DOI arXiv
Dębicki, Krzysztof; Hashorva, Enkelejd On extremal index of max-stable stationary processes. (English) Zbl 1393.60055 Probab. Math. Stat. 37, No. 2, 299-317 (2017). MSC: 60G70 60G15 60G51 PDFBibTeX XMLCite \textit{K. Dębicki} and \textit{E. Hashorva}, Probab. Math. Stat. 37, No. 2, 299--317 (2017; Zbl 1393.60055) Full Text: arXiv Link
Dębicki, Krzysztof; Engelke, Sebastian; Hashorva, Enkelejd Generalized Pickands constants and stationary max-stable processes. (English) Zbl 1379.60041 Extremes 20, No. 3, 493-517 (2017). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{K. Dębicki} et al., Extremes 20, No. 3, 493--517 (2017; Zbl 1379.60041) Full Text: DOI arXiv