Testing for a generalized Pareto process (Q1950879)
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scientific article; zbMATH DE number 6167013
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for a generalized Pareto process |
scientific article; zbMATH DE number 6167013 |
Statements
Testing for a generalized Pareto process (English)
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28 May 2013
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functional extreme value theory
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generalized Pareto process
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max-stable process
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point process of exceedances
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local asymptotic normality
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central sequence
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asymptotic optimal test sequence
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asymptotic relative efficiency
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0.833402693271637
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0.7910018563270569
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0.7888565063476562
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0.7815169095993042
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