Exceedance probability of the integral of a stochastic process
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Publication:764493
DOI10.1016/J.JMVA.2011.08.020zbMath1274.62345OpenAlexW2061177950MaRDI QIDQ764493
Publication date: 13 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.08.020
extreme value theoryPareto distributionspatial dependencemax-stable processestail probability estimation
Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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