scientific article; zbMATH DE number 597912

zbMath0796.62084MaRDI QIDQ4298923

Ishay Weissman, Richard L. Smith

Publication date: 29 June 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

simulationsstationary processextremal indexbias-variance trade-offoptimality criterionmean cluster sizedoubly stochastic processwave heightsreal data exampleclustered Poisson processdegree of clustering of extremeslimiting distribution of extreme valuespoint process of exceedance times

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Inference from stochastic processes (62M99)

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