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Marginal standardization of upper semicontinuous processes with application to max-stable processes

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  • Sabourin, Anne
  • Segers, Johan

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  • Sabourin, Anne & Segers, Johan, 2016. "Marginal standardization of upper semicontinuous processes with application to max-stable processes," LIDAM Discussion Papers ISBA 2016019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016019
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    File URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A173621/datastream/PDF_02/view
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    References listed on IDEAS

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    1. Gabriella Salinetti & Roger J.-B. Wets, 1986. "On the Convergence in Distribution of Measurable Multifunctions (Random Sets) Normal Integrands, Stochastic Processes and Stochastic Infima," Mathematics of Operations Research, INFORMS, vol. 11(3), pages 385-419, August.
    2. Norberg, Tommy, 1987. "Semicontinuous processes in multi-dimensional extreme value theory," Stochastic Processes and their Applications, Elsevier, vol. 25, pages 27-55.
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