On the hitting probability of max-stable processes

Martin Hofmann

Statistics & Probability Letters, 2013, vol. 83, issue 11, 2516-2521

Abstract: The probability that a max-stable process η in C[0,1] with identical marginal distribution function F hits x∈R with 0Keywords: Max-stable process; Hitting probability; Functional D-norm; Total dependence process; Probability of hitting more than once (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2013.07.012

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