Extreme value theory for space-time with random coefficients

DOI10.1080/03610926.2022.2109676MaRDI QIDQ6129986FDOQ6129986

Authors: Saliou Diouf 

Publication date: 18 April 2024

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

extreme value theorypoint processregular variationstochastic recurrence equation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sample path properties (60G17) Stable stochastic processes (60G52)

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