Palm theory for extremes of stationary regularly varying time series and random fields

DOI10.1007/s10687-022-00447-5OpenAlexW3148903828MaRDI QIDQ2688190

Hrvoje Planinić

Publication date: 2 March 2023

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.03810

zbMATH Keywords

time seriesregular variationstationarityrandom fieldsmoving averagestail processpalm theory

Mathematics Subject Classification ID

Statistical distribution theory (62Exx)

Related Items (1)

Tail processes and tail measures: an approach via Palm calculus

Cites Work

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