On a basis for peaks over threshold modeling
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Publication:1181131
DOI10.1016/0167-7152(91)90107-3zbMath0736.60026WikidataQ56084241 ScholiaQ56084241MaRDI QIDQ1181131
Publication date: 27 June 1992
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(91)90107-3
60F05: Central limit and other weak theorems
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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- Statistical inference using extreme order statistics