The following pages link to Extremal Processes (Q5558299):
Displayed 33 items.
- Optimal stopping for extremal processes (Q595267) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Comparison of record data and random observations based on statistical evidence (Q849888) (← links)
- On functional versions of the arc-sine law (Q966497) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Extremal limit theorems for observations separated by random power law waiting times (Q1015860) (← links)
- Independent Poisson processes generated by record values and inter-record times (Q1066550) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- Markov chains generated by maximizing components of multidimensional extremal processes (Q1101780) (← links)
- On the characterization of certain point processes (Q1103267) (← links)
- Extremal point processes and intermediate quantile functions (Q1120893) (← links)
- A note on weak convergence to extremal processes (Q1185557) (← links)
- Weak convergence inapplied probability (Q1215215) (← links)
- Convergence in distribution of quotients of order statistics (Q1222923) (← links)
- Stationary self-similar extremal processes (Q1263870) (← links)
- Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data (Q1338387) (← links)
- Strong approximation of maxima by extremal processes (Q1394535) (← links)
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes (Q1613594) (← links)
- Limit theorems for continuous time random walks with slowly varying waiting times (Q1767745) (← links)
- Embedding in extremal processes and the asymptotic behavior of sums of minima (Q1826202) (← links)
- The dynamic multilevel assignment problem as a stochastic extremal process (Q1847168) (← links)
- A strong invariance principle for the logarithmic average of sample maxima. (Q1888762) (← links)
- Weak convergence of subordinators to extremal processes (Q2447704) (← links)
- Convergence to the maximum process of a fractional Brownian motion with shot noise (Q2453918) (← links)
- Stochastic model for ultraslow diffusion (Q2507593) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes (Q2746329) (← links)
- Monotone stopping problems and continuous time processes (Q3049600) (← links)
- The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence (Q3949725) (← links)
- The strong approximation of extremal processes (II) (Q3949726) (← links)
- Limit theory for multivariate sample extremes (Q4155551) (← links)
- Smooth nonparametric estimation of thedistribution and density functions from record-breaking data (Q4843798) (← links)
- Nonparametric function estimation from inversely sampled record‐breaking data (Q4891287) (← links)