The two-dimensional Poisson process and extremal processes
From MaRDI portal
Publication:5653457
DOI10.2307/3212238zbMath0242.62024OpenAlexW2005105486MaRDI QIDQ5653457
Publication date: 1971
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212238
Related Items (37)
The extremal process of critical points of the pure \(p\)-spin spherical spin Glass model ⋮ On the exceedance point process for a stationary sequence ⋮ Strong approximation of the number of renewal paced record times ⋮ An extended class of univariate and multivariate generalized Pólya processes ⋮ On the characterization of certain point processes ⋮ Extreme value modelling of water-related insurance claims ⋮ On the extreme order statistics for a stationary sequence ⋮ Modelling of extremal events in insurance and finance ⋮ Fighting the arch–enemy with mathematics‘ ⋮ Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model ⋮ Extremal point processes and intermediate quantile functions ⋮ Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing ⋮ \(k\)th-order Markov extremal models for assessing heatwave risks ⋮ Accounting for choice of measurement scale in extreme value modeling ⋮ Compound Poisson Process with a Poisson Subordinator ⋮ Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process ⋮ A flexible extreme value mixture model ⋮ Decomposition for multivariate extremal processes ⋮ K-th Record Values and Their Basic Properties ⋮ Convergence to the maximum process of a fractional Brownian motion with shot noise ⋮ Trend in high tropospheric ozone levels. Application to paris monitoring sites ⋮ Multilevel clustering of extremes. ⋮ Bayesian inference for extremes: accounting for the three extremal types ⋮ Statistical downscaling of extreme precipitation events using extreme value theory ⋮ Exact Distributions of the Number ofr-Records and ther-Record and Inter-r-Record Times ⋮ Improved threshold diagnostic plots for extreme value analyses ⋮ Marginal standardization of upper semicontinuous processes. With application to max-stable processes ⋮ Seasonal effects of extreme surges ⋮ Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis ⋮ Complete convergence and records for dynamically generated stochastic processes ⋮ Stationary self-similar extremal processes ⋮ The Research of Wim Vervaat ⋮ André Dabrowski's work on limit theorems and weak dependence ⋮ Modeling non-stationary extreme waves using a point process approach and wavelets ⋮ Stationary min-stable stochastic processes ⋮ A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes ⋮ On tail trend detection: modeling relative risk
This page was built for publication: The two-dimensional Poisson process and extremal processes