Publication:3565225

zbMath1194.60034MaRDI QIDQ3565225

Serguei Novak

Publication date: 3 June 2010

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures

60F05: Central limit and other weak theorems

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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