Computer experiments for the analysis of extreme-value phenomena
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Recommendations
- Extreme values of autocorrelated sequences
- Extreme values of exponentially autocorrelated sequences
- Analysis of extreme values of natural processes: Statistical description of the maximum
- The distribution of the maximum of a first order autoregressive process: The continuous case
- scientific article; zbMATH DE number 1904849
Cites work
- scientific article; zbMATH DE number 3141621 (Why is no real title available?)
- scientific article; zbMATH DE number 3841285 (Why is no real title available?)
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- scientific article; zbMATH DE number 3750146 (Why is no real title available?)
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- A Weak Convergence Theorem for Order Statistics From Strong-Mixing Processes
- A composite approach to generating autocorrelated sequences
- A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
- A limit theorem for the maximum term in a particular EARMA(1, 1) sequence
- A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
- A note on strong-mixing Gaussian sequences
- A supplement to sowey's bibliography on random number generation and related topics
- An exponential moving-average sequence and point process (EMA1)
- Analysis of extreme values of natural processes: Statistical description of the maximum
- Asymptotic Extremes for $m$-Dependent Random Variables
- Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables
- Extending the correlation structure of exponential autoregressive–moving-average processes
- Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
- Extreme Values in Uniformly Mixing Stationary Stochastic Processes
- Extreme values of autocorrelated sequences
- Extremes and local dependence in stationary sequences
- Extremes and related properties of random sequences and processes
- Generating an autocorrelated sequence of random variates without distorting their distribution
- Generating autocorrelated pseudo-random numbers with specific distributions
- Generating the maximum of independent identically distributed random variables
- Limit Theorems for the Maximum Term in Stationary Sequences
- Limit laws for the maximum and minimum of stationary sequences
- Limit theorems for the maximum term of a stationary process
- Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables
- Maxima and minima of stationary sequences
- Maxima of stationary Gaussian processes
- On extreme values in stationary sequences
- On the Distribution of the Maximum of Random Variables
- Sur la distribution limite du terme maximum d'une série aléatoire
- The effect of dependence on chi squared tests of fit
- The effect of dependence on chi-squared and empiric distribution tests of fit
- The maximum term of uniformly mixing stationary processes
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