Extreme value theory for stochastic processes
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- A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
- Approximate distributions of order statistics. With applications to nonparametric statistics
- Bivariate extreme value theory: Models and estimation
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Cited in
(10)- Extreme value theory for stochastic integrals of Legendre polynomials
- Extreme value theory for moving average processes
- Extreme value distributions of noncolliding diffusion processes
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- EXTREMES: A CONTINUOUS-TIME PERSPECTIVE
- Asymptotic Behavior of Extreme Values of Random Variables and Some Stochastic Processes
- Limit theorems for empirical processes of cluster functionals
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