The generalized Pareto process; with a view towards application and simulation (Q470047)
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scientific article; zbMATH DE number 6368415
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| English | The generalized Pareto process; with a view towards application and simulation |
scientific article; zbMATH DE number 6368415 |
Statements
The generalized Pareto process; with a view towards application and simulation (English)
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11 November 2014
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extreme value theory
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generalized Pareto process
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functional regular variation
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domain of attraction
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max-stable processes
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peaks-over-threshold method
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0.8238047361373901
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0.7899599671363831
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0.7818427681922913
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0.780420184135437
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