On high level exceedance modeling and tail inference (Q1890883): Difference between revisions

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+M. Ross Leadbetter
@@ Property / author: M. Ross Leadbetter / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0378-3758(94)00075-1
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+W2129367662
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@@ Property / cites work @@
+A Comparison Method for Distribution Functions of Sums of Independent and Dependent Random Variables
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+On tail index estimation using dependent data
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+On the exceedance point process for a stationary sequence
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+On a basis for ''peaks over threshold'' modeling
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+Limit theorems for strongly mixing stationary random measures
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+Convergence of sums of mixing triangular arrays of random vectors with stationary rows
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