On Extreme Order Statistics
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(51)- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- Limit theorems for extremal processes generated by a point process with correlated time and space components
- The extremes of a random scenery as seen by a random walk in a random environment
- Extremal limit theorems for observations separated by random power law waiting times
- Independent Poisson processes generated by record values and inter-record times
- On the exceedance point process for a stationary sequence
- On the characterization of certain point processes
- Extremal point processes and intermediate quantile functions
- Semi-stable Markov processes in \(R^n\)
- A note on weak convergence to extremal processes
- Weak convergence inapplied probability
- Convergence in distribution of quotients of order statistics
- Weak convergence with random indices
- Stationary self-similar extremal processes
- Self-similar extremal processes
- Strong approximation of maxima by extremal processes
- Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
- Limit theorems for mixed max-sum processes with renewal stopping
- Estimation of the tail index in the max-aggregation scheme
- A family of random sup-measures with long-range dependence
- Functional limit theorems for the Bouchaud trap model with slowly varying traps
- Extremal theory for long range dependent infinitely divisible processes
- Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem
- Weak convergence of subordinators to extremal processes
- Convergence to the maximum process of a fractional Brownian motion with shot noise
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments
- Asymptotics for ratios with applications to reinsurance
- Extremes of independent stochastic processes: a point process approach
- Monotone stopping problems and continuous time processes
- Bootstrapping robust regression
- A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME.
- Cumulative processes: Linear combinations of order statistics and percentiles
- scientific article; zbMATH DE number 3563984 (Why is no real title available?)
- Decomposition for multivariate extremal processes
- Maxima of linear processes with heavy-tailed innovations and random coefficients
- Weak convergence of multivariate partial maxima processes
- Semi-stable Markov processes. I
- Complete convergence and records for dynamically generated stochastic processes
- Weak convergence results for multiple generations of a branching process
- Optimal stopping for extremal processes
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- Extremal regime for one-dimensional Mott variable-range hopping
- Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- Weak convergence of sequences of first passage processes and applications
- Skorokhod M₁ convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients
- New insights into the distribution of the topmost gap in random walks and Lévy flights
- Fitting phase-type scale mixtures to heavy-tailed data and distributions
- Certain bivariate distributions and random processes connected with maxima and minima
- Time-changed extremal process as a random sup measure
- A connection between extreme value theory and long time approximation of SDEs
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