scientific article; zbMATH DE number 4153605
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Publication:3482646
zbMATH Open0703.60050MaRDI QIDQ3482646FDOQ3482646
Authors: Rolf-Dieter Reiss 
Publication date: 1990
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Theory of statistical experiments (62B15)
Cited In (12)
- Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model
- An alternative point process framework for modeling multivariate extreme values
- Kac's representation from an asymptotic viewpoint
- Extremes of independent stochastic processes: a point process approach
- On the distribution of Pickands coordinates in bivariate EV and GP models
- Asymptotic independence of counts in isotropic planar point processes of phase-type
- Estimating exceedance probabilities in higher-dimensional space
- Strong convergence of multivariate point processes of exceedances
- Rare-event asymptotics for the number of exceedances of multiplicative factor models
- Point processes of exceedances by random fields
- Approximation rates for multivariate exceedances
- On exceedances of high levels
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