Pages that link to "Item:Q5653457"

The following pages link to The two-dimensional Poisson process and extremal processes (Q5653457):

Displaying 36 items.

• Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
• Statistical downscaling of extreme precipitation events using extreme value theory (Q549636) (← links)
• Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
• A flexible extreme value mixture model (Q901607) (← links)
• Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis (Q997304) (← links)
• Stationary min-stable stochastic processes (Q1065455) (← links)
• On the exceedance point process for a stationary sequence (Q1089678) (← links)
• On the characterization of certain point processes (Q1103267) (← links)
• On the extreme order statistics for a stationary sequence (Q1108657) (← links)
• Extremal point processes and intermediate quantile functions (Q1120893) (← links)
• Stationary self-similar extremal processes (Q1263870) (← links)
• Extreme value modelling of water-related insurance claims (Q1647607) (← links)
• \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
• Multilevel clustering of extremes. (Q1766039) (← links)
• Strong approximation of the number of renewal paced record times (Q1890871) (← links)
• Modeling non-stationary extreme waves using a point process approach and wavelets (Q2331257) (← links)
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes (Q2349588) (← links)
• On tail trend detection: modeling relative risk (Q2352973) (← links)
• The extremal process of critical points of the pure \(p\)-spin spherical spin Glass model (Q2363653) (← links)
• Convergence to the maximum process of a fractional Brownian motion with shot noise (Q2453918) (← links)
• Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
• Seasonal effects of extreme surges (Q2505918) (← links)
• Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model (Q2657454) (← links)
• Compound Poisson Process with a Poisson Subordinator (Q2949842) (← links)
• Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
• Exact Distributions of the Number of<i>r</i>-Records and the<i>r</i>-Record and Inter-<i>r</i>-Record Times (Q3593548) (← links)
• André Dabrowski's work on limit theorems and weak dependence (Q3645625) (← links)
• Modelling of extremal events in insurance and finance (Q4289816) (← links)
• Decomposition for multivariate extremal processes (Q4337154) (← links)
• Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961) (← links)
• Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
• Marginal standardization of upper semicontinuous processes. With application to max-stable processes (Q4684890) (← links)
• The Research of Wim Vervaat (Q4715802) (← links)
• An extended class of univariate and multivariate generalized Pólya processes (Q5055335) (← links)
• K-th Record Values and Their Basic Properties (Q5135653) (← links)
• Complete convergence and records for dynamically generated stochastic processes (Q5206266) (← links)