scientific article; zbMATH DE number 1904849
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Publication:4806085
zbMATH Open1011.60028MaRDI QIDQ4806085FDOQ4806085
Authors: Pavle Mladenović 
Publication date: 5 May 2003
Title of this publication is not available (Why is that?)
Recommendations
stationary processstationary sequenceextreme value distributionsgeneralized Pareto distributionsspectral density estimate
Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70) Stationary stochastic processes (60G10)
Cited In (37)
- Extremal theory for stochastic processes
- Extreme values of exponentially autocorrelated sequences
- Computer experiments for the analysis of extreme-value phenomena
- Extremes in stochastic process realizations with effect estimates
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- Semicontinuous processes in multi-dimensional extreme value theory
- Extreme value distributions, generalized Pareto distributions, and some applications
- Extreme values of particular non-linear processes
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
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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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- Title not available (Why is that?)
- Large deviations of the maximum of independent and identically distributed random variables
- On extreme-value theory in the presence of a trend
- Title not available (Why is that?)
- On extreme value theory for group stationary Gaussian processes
- An invariance for the large-sample empirical distribution of waiting time between successive extremes
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- Title not available (Why is that?)
- Analysis of extreme values of natural processes: Statistical description of the maximum
- Title not available (Why is that?)
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring
- Extremes of PSI-processes and Gaussian limits of their normalized independent identically distributed sums
- On the distribution of Burr with applications
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Extreme values in random sequences
- Extreme value theory for stochastic processes
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