The generalized Pareto process; with a view towards application and simulation
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Publication:470047
DOI10.3150/13-BEJ538zbMath1312.60068arXiv1203.2551OpenAlexW3103053406MaRDI QIDQ470047
Publication date: 11 November 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2551
domain of attractionextreme value theorymax-stable processesfunctional regular variationgeneralized Pareto processpeaks-over-threshold method
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Uses Software
Cites Work
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- Multivariate generalized Pareto distributions
- Semi-min-stable processes
- Residual life time at great age
- Statistical inference using extreme order statistics
- Weak consistency of extreme value estimators in \(C[0,1\)]
- On convergence toward an extreme value distribution in \(C[0,1\)]
- Extremal behavior of regularly varying stochastic processes
- Spatial extremes: models for the stationary case
- Asymptotic normality of extreme value estimators on \(C[0,1\)]
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