Extremal Processes
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(47)- Stationary self-similar extremal processes
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Weak convergence inapplied probability
- Limit theorems for continuous time random walks with slowly varying waiting times
- Strong approximation of maxima by extremal processes
- A family of random sup-measures with long-range dependence
- Markov chains generated by maximizing components of multidimensional extremal processes
- Extremal theory for long range dependent infinitely divisible processes
- Asymptotics for ratios with applications to reinsurance
- On functional versions of the arc-sine law
- Bayesian Analysis of Stochastic Processes in Reliability
- Weak convergence of subordinators to extremal processes
- Smooth nonparametric estimation of the hazard and hazard rate functions from record-breaking data
- Comparison of record data and random observations based on statistical evidence
- Extremal limit theorems for observations separated by random power law waiting times
- A note on weak convergence to extremal processes
- Complete convergence and records for dynamically generated stochastic processes
- Extremes of independent stochastic processes: a point process approach
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem
- Certain bivariate distributions and random processes connected with maxima and minima
- Fitting phase-type scale mixtures to heavy-tailed data and distributions
- Processes of \(r^{th}\) largest
- Smooth nonparametric estimation of thedistribution and density functions from record-breaking data
- Simultaneous joint lower and upper record values probability laws for absolutely continuous or discrete data
- Optimal stopping for extremal processes
- Convergence of extreme values of Poisson point processes at small times
- The strong approximation of extremal processes (II)
- Extremal point processes and intermediate quantile functions
- Stochastic model for ultraslow diffusion
- Dispersion models for extremes
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Record-breaking data: a parametric comparison of the inverse-sampling and the random-sampling schemes
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- The complete characterization of the upper and lower class of the record and inter-record times of an I.I.D. sequence
- Limit theory for multivariate sample extremes
- Convergence in distribution of quotients of order statistics
- Independent Poisson processes generated by record values and inter-record times
- Embedding in extremal processes and the asymptotic behavior of sums of minima
- Nonparametric function estimation from inversely sampled record‐breaking data
- A strong invariance principle for the logarithmic average of sample maxima.
- On the exceedance point process for a stationary sequence
- On the characterization of certain point processes
- Monotone stopping problems and continuous time processes
- Convergence to the maximum process of a fractional Brownian motion with shot noise
- The dynamic multilevel assignment problem as a stochastic extremal process
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