James III Pickands

Available identifiers

Publication	Date of Publication	Type
Estimation for an M/G/ queue with incomplete information	1998-03-23	Paper
Repeated Measurement Designs with Random Selections	1993-08-30	Paper
https://portal.mardi4nfdi.de/entity/Q3825954	1989-01-01	Paper
Exact and asymptotic inference for the size of a population	1987-01-01	Paper
The continuous and differentiable domains of attraction of the extreme value distributions	1986-01-01	Paper
Stationary min-stable stochastic processes	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3343248	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3680001	1984-01-01	Paper
Extreme order statistics with cost of sampling	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3667778	1981-01-01	Paper
Weak convergence and efficient density estimation at a point	1981-01-01	Paper
Statistical inference using extreme order statistics	1975-01-01	Paper
The two-dimensional Poisson process and extremal processes	1971-01-01	Paper
Spectral Estimation with Random Truncation	1970-01-01	Paper
Asymptotic Properties of the Maximum in a Stationary Gaussian Process	1969-01-01	Paper
Upcrossing Probabilities for Stationary Gaussian Processes	1969-01-01	Paper
An iterated logarithm law for the maximum in a stationary gaussian sequence	1969-01-01	Paper
Efficient Estimation of a Probability Density Function	1969-01-01	Paper
Moment Convergence of Sample Extremes	1968-01-01	Paper
Sample Sequences of Maxima	1967-01-01	Paper
Maxima of stationary Gaussian processes	1967-01-01	Paper
Probability Tables for the Extremal Quotient	1967-01-01	Paper

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