Testing for a generalized Pareto process (Q1950879)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for a generalized Pareto process |
scientific article |
Statements
Testing for a generalized Pareto process (English)
0 references
28 May 2013
0 references
functional extreme value theory
0 references
generalized Pareto process
0 references
max-stable process
0 references
point process of exceedances
0 references
local asymptotic normality
0 references
central sequence
0 references
asymptotic optimal test sequence
0 references
asymptotic relative efficiency
0 references
