4 problems
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Non-degenerate long-range-dependence limit for the tail dependence estimator
Let be a max-stable stationary time series with -Fréchet margins and pairwise extremal coefficients . Let …
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Long-range dependence conjecture for the limiting variance of the tail dependence ratio estimator
Let be a max-stable stationary time series with -Fréchet margins and pairwise extremal coefficients . Assume that…
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The conjecture on weaker assumptions for the Lévy-case Pickands constant representations
Let , , and , , be as in the Lévy construction above, with formed from two independent Lévy processes and with the corresponding…
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The converse bounded-cell conjecture for strongly β-mixing max-stable random fields
Let be a stationary max-stable random field, and let denote its cell containing the origin. The field is strongly -mixing if for every compact set…