Multivariate extremal processes generated by independent non-identically distributed random variables

DOI10.2307/3212862MaRDI QIDQ4102535zbMATH OpenOpenAlexFDO

Authors Ishay Weissman

Publication date 1975

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212862

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Foundations of stochastic processes (60G05) Markov processes (60J99)

Cited in

(15)

• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
• Limit laws for upper and lower extremes from stationary mixing sequences
• Rates of uniform convergence of extreme order statistics
• Markov chains generated by maximizing components of multidimensional extremal processes
• On the characterization of certain point processes
• A note on generalized Pareto distributions and the k upper extremes
• Stationary self-similar extremal processes
• Self-similar extremal processes
• Fitting a Mejzler distribution to extreme value data
• On the longest gap between power-rate arrivals
• Penultimate limiting forms in extreme value theory
• Confidence intervals for the threshold parameter
• Decomposition for multivariate extremal processes
• Multivariate extreme value analysis and its relevance in a metallographical application
• Modeling extreme risk with fixed-k autoregressive conditional Fréchet model

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