Point processes and multivariate extreme values

DOI10.1016/0047-259X(83)90025-8zbMath0519.60045MaRDI QIDQ1054368

Paul Deheuvels

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

approximation theorems; multivariate extreme value distribution

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60F15: Strong limit theorems

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

The behavior of multivariate maxima of moving maxima processes, Nonparametric estimation of the dependence function in bivariate extreme value distributions, Local asymptotic normality in a stationary model for spatial extremes, On approximating max-stable processes and constructing extremal copula functions, Asymptotically (in)dependent multivariate maxima of moving maxima process, It was 30 years ago today when Laurens de Haan went the multivariate way, Stationary max-stable fields associated to negative definite functions, The estimation of M4 processes with geometric moving patterns, Stationary min-stable stochastic processes, Extreme value theory for suprema of random variables with regularly varying tail probabilities, Hutchinson -- Lai's conjecture for bivariate extreme value copulas., Moving-maximum models for extrema of time series, Extreme value theory for multivariate stationary sequences, On the estimation and application of max-stable processes, Capturing the multivariate extremal index: bounds and interconnections, Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes

Cites Work

• First-order autoregressive gamma sequences and point processes
• A new autoregressive time series model in exponential variables (NEAR(1))
• Max-infinite divisibility
• On Three Basic Results in the Theory of Stationary Point Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item