scientific article; zbMATH DE number 1904849

zbMATH Open1011.60028MaRDI QIDQ4806085FDOQ4806085

Pavle Mladenović

Publication date: 5 May 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

stationary processstationary sequenceextreme value distributionsgeneralized Pareto distributionsspectral density estimate

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)

Cited In (20)

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• Extreme values of particular non-linear processes
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• Extreme value distributions of noncolliding diffusion processes
• Asymptotic Behavior of Extreme Values of Random Variables and Some Stochastic Processes
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• Analysis of extreme values of natural processes: Statistical description of the maximum
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• Extreme values of autocorrelated sequences
• Extreme value statistics of positive recurrent centrally biased random walks
• Extremal processes with one jump
• No-tie conditions for large values of extremal processes
• Extreme value theory for stochastic processes

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