Extreme value theory for space-time with random coefficients

DOI10.1080/03610926.2022.2109676MaRDI QIDQ6129986zbMATH OpenFDO

Authors Saliou Diouf

Publication date 18 April 2024

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2022.2109676

zbMATH Keywords

extreme value theorypoint processregular variationstochastic recurrence equation

Mathematics Subject Classification ID

Sample path properties (60G17) Stable stochastic processes (60G52) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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