Computer experiments for the analysis of extreme-value phenomena

DOI10.1016/0096-3003(87)90022-1zbMath0632.65150OpenAlexW2073987085MaRDI QIDQ1095632

B. George

Publication date: 1987

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(87)90022-1

zbMATH Keywords

momentsdistribution functionscomputer experimentsautocorrelationautoregressive processextreme-value phenomena

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Extreme values of exponentially autocorrelated sequences

Cites Work

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