scientific article; zbMATH DE number 41557

MaRDI QIDQ3994591zbMATH OpenFDO

Authors Dietmar Pfeifer

Publication date 17 September 1992

zbMATH Keywords

point processesMarkov processesorder statisticsextreme value statisticscontinuous observationsBASIC- programsdomains of attraction of max-stable distributionsrates of convergence of extrem values

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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(8)

• Extremes in stochastic process realizations with effect estimates
• Analysis of extreme values of natural processes: Statistical description of the maximum
• scientific article; zbMATH DE number 221077 (Why is no real title available?)
• Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
• On regression representations of stochastic processes
• scientific article; zbMATH DE number 3037380 (Why is no real title available?)
• Modelling of extremal events in insurance and finance
• Estimating parameters of an extreme value distribution by the method of moments

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