Extremes and regular variation

DOI10.1007/978-3-030-83309-1_7zbMath1496.60055arXiv2001.05420OpenAlexW4213032211MaRDI QIDQ2080146

Nicholas H. Bingham, Adam J. Ostaszewski

Publication date: 7 October 2022

Full work available at URL: https://arxiv.org/abs/2001.05420

zbMATH Keywords

copulaspectral measuremax-stable processdependence structureextreme valueD-normgeneralised Pareto distributionpeaks over thresholdsspatio-temporal processgeneral regular variation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (2)

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Uses Software

• ismev
• QRM

Cites Work

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