Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (Q434526)
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scientific article; zbMATH DE number 6056759
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| English | Local asymptotic normality in \(\delta\) of standard generalized Pareto processes |
scientific article; zbMATH DE number 6056759 |
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Local asymptotic normality in \(\delta\) of standard generalized Pareto processes (English)
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16 July 2012
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functional extreme value theory
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max-stable process
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generalized Pareto process
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point process of exceedances
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local asymptotic normality
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regular estimator sequence
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asymptotic efficiency
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0.89729816
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0.88024884
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0.87344414
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