Extremal Processes
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Publication:5558299
DOI10.1214/aoms/1177700394zbMath0171.38801OpenAlexW4242959429MaRDI QIDQ5558299
Publication date: 1964
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177700394
Related Items (46)
Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes ⋮ Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem ⋮ Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data ⋮ Extremes of independent stochastic processes: a point process approach ⋮ On the exceedance point process for a stationary sequence ⋮ A strong invariance principle for the logarithmic average of sample maxima. ⋮ Bayesian Analysis of Stochastic Processes in Reliability ⋮ Simultaneous joint lower and upper record values probability laws for absolutely continuous or discrete data ⋮ Processes of \(r^{th}\) largest ⋮ Comparison of record data and random observations based on statistical evidence ⋮ Markov chains generated by maximizing components of multidimensional extremal processes ⋮ On the characterization of certain point processes ⋮ Asymptotics for ratios with applications to reinsurance ⋮ Optimal stopping for extremal processes ⋮ Extremal point processes and intermediate quantile functions ⋮ Smooth nonparametric estimation of thedistribution and density functions from record-breaking data ⋮ Strong approximation of maxima by extremal processes ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Dispersion models for extremes ⋮ Weak convergence of subordinators to extremal processes ⋮ Convergence to the maximum process of a fractional Brownian motion with shot noise ⋮ Nonparametric function estimation from inversely sampled record‐breaking data ⋮ Convergence of extreme values of Poisson point processes at small times ⋮ A note on weak convergence to extremal processes ⋮ Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes ⋮ A family of random sup-measures with long-range dependence ⋮ On functional versions of the arc-sine law ⋮ Weak convergence inapplied probability ⋮ Limit theorems for continuous time random walks with slowly varying waiting times ⋮ Convergence in distribution of quotients of order statistics ⋮ Monotone stopping problems and continuous time processes ⋮ Limit theory for multivariate sample extremes ⋮ Stochastic model for ultraslow diffusion ⋮ Fitting phase-type scale mixtures to heavy-tailed data and distributions ⋮ Certain bivariate distributions and random processes connected with maxima and minima ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments ⋮ Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions ⋮ Extremal limit theorems for observations separated by random power law waiting times ⋮ Stationary self-similar extremal processes ⋮ Embedding in extremal processes and the asymptotic behavior of sums of minima ⋮ Extremal theory for long range dependent infinitely divisible processes ⋮ The dynamic multilevel assignment problem as a stochastic extremal process ⋮ The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence ⋮ The strong approximation of extremal processes (II) ⋮ Independent Poisson processes generated by record values and inter-record times
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