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Strong Convergence of Peaks Over a Threshold - MaRDI portal

Strong Convergence of Peaks Over a Threshold

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Publication:6422674

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DOI10.1017/JPR.2023.53arXiv2301.02171MaRDI QIDQ6422674

Stefano Rizzelli, Simone A. Padoan

Publication date: 5 January 2023

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15) Convergence of probability measures (60B10)

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