A Fourier analysis of extreme events
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Publication:2448713
DOI10.3150/13-BEJ507zbMath1321.60110arXiv1403.2899MaRDI QIDQ2448713
Publication date: 5 May 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.2899
Inference from stochastic processes and spectral analysis (62M15) Extreme value theory; extremal stochastic processes (60G70)
Related Items
Tail adversarial stability for regularly varying linear processes and their extensions ⋮ Measures of serial extremal dependence and their estimation ⋮ On the measurement and treatment of extremes in time series ⋮ Spectral tail processes and max-stable approximations of multivariate regularly varying time series ⋮ Whittle estimation based on the extremal spectral density of a heavy-tailed random field ⋮ The integrated periodogram of a dependent extremal event sequence ⋮ Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
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