On a basis for peaks over threshold modeling
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Publication:1181131
DOI10.1016/0167-7152(91)90107-3zbMath0736.60026OpenAlexW4376849677WikidataQ56084241 ScholiaQ56084241MaRDI QIDQ1181131
Publication date: 27 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90107-3
Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
- Extremes and related properties of random sequences and processes
- On the exceedance point process for a stationary sequence
- Estimating tails of probability distributions
- Limit theorems for strongly mixing stationary random measures
- Statistical inference using extreme order statistics
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