Functional regular variations, Pareto processes and peaks over threshold
type: Item
instance of: scholarly article
title: Functional regular variations, Pareto processes and peaks over threshold
zbMATH Open document ID: 1386.60185
author: Clément Dombry
author: Mathieu Ribatet
published in: Statistics and Its Interface
publication date: 2018-05-08T00:00:00Z
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62G05
zbMATH DE Number: 6866801
zbMATH Keywords: extreme value theory
zbMATH Keywords: functional regular variations
zbMATH Keywords: generalized Pareto process
MaRDI profile type: Publication
DOI: 10.4310/SII.2015.V8.N1.A2
Recommended article: Peaks-over-threshold stability of multivariate generalized Pareto distributions
Recommended article: Pareto Lévy measures and multivariate regular variation
Recommended article: Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds
Recommended article: Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework
Recommended article: Functional Variance Processes
Recommended article: Q5403432
Recommended article: Pseudo-Regularly Varying Functions and Generalized Renewal Processes
Recommended article: On functionals of the adjusted range process
Recommended article: Regular variation and the functional central limit theorem for heavy tailed random vectors
Recommended article: Q3771297
description: scientific article; zbMATH DE number 6866801