A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches

DOI10.1007/s10687-015-0234-0zbMath1333.60099OpenAlexW2217283112WikidataQ116752788 ScholiaQ116752788MaRDI QIDQ262532

Philippe Naveau, Nicolas Eckert, Pascal Sielenou Dkengne

Publication date: 30 March 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-015-0234-0

zbMATH Keywords

extreme valuesstationary processestriangular arraysdiscrete random variablessnow avalanche occurrence numbers

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Related Items

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Uses Software

• ismev

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