Extreme value theory for stochastic processes

DOI10.1080/03461238.1995.10413950zbMath0830.60044OpenAlexW2007442241MaRDI QIDQ4844222

Publication date: 21 August 1995

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1995.10413950

zbMATH Keywords

statistics of extremes Cramér's work on extremes crossings of stationary processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Limit theorems for empirical processes of cluster functionals

Cites Work

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