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Title:

Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes

Document type:
Zeitschriftenaufsatz
Author(s):
Brück, Florian ; Mai, Jan-Frederik ; Scherer, Matthias
Keywords:
Article ; Chronometer ; de Finetti representation ; Exponent measure ; Infinitely divisible stochastic processes ; min/max-id sequences ; 60G99 ; 60E07 ; Mathematical Sciences
Journal title:
Extremes
Year:
2022
Journal volume:
26
Journal issue:
1
Pages contribution:
183-239
Fulltext / DOI:
doi:10.1007/s10687-022-00450-w
Publisher:
Springer US
E-ISSN:
1386-1999 ; 1572-915X
Date of publication:
17.12.2022
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