Coupled continuous time random maxima

DOI10.1007/s10687-017-0304-6zbMath1396.60058arXiv1702.00225OpenAlexW2587459474MaRDI QIDQ726123

D. Kharzeev

Publication date: 3 August 2018

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.00225

zbMATH Keywords

extreme value theorylimit processesgoverning equationscontinuous time random maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

Statistical inference for inter-arrival times of extreme events in bursty time series

Cites Work

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