The generalized Pareto process; with a view towards application and simulation (Q470047)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The generalized Pareto process; with a view towards application and simulation |
scientific article |
Statements
The generalized Pareto process; with a view towards application and simulation (English)
0 references
11 November 2014
0 references
extreme value theory
0 references
generalized Pareto process
0 references
functional regular variation
0 references
domain of attraction
0 references
max-stable processes
0 references
peaks-over-threshold method
0 references