The generalized Pareto process; with a view towards application and simulation
From MaRDI portal
Publication:470047
DOI10.3150/13-BEJ538zbMath1312.60068arXiv1203.2551MaRDI QIDQ470047
Publication date: 11 November 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2551
domain of attraction; extreme value theory; max-stable processes; functional regular variation; generalized Pareto process; peaks-over-threshold method
60G70: Extreme value theory; extremal stochastic processes
Uses Software