Weak convergence to extremal processes
From MaRDI portal
Cited in
(20)- Extremal limit theorems for observations separated by random power law waiting times
- Limit laws for upper and lower extremes from stationary mixing sequences
- On the exceedance point process for a stationary sequence
- On the characterization of certain point processes
- On the extreme order statistics for a stationary sequence
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- Extremal point processes and intermediate quantile functions
- Weak convergence with random indices
- Extremes of stochastic volatility models
- On distribution-free inference for record-value data with trend
- Processes of \(r^{th}\) largest
- Multilevel clustering of extremes.
- Extremes of independent stochastic processes: a point process approach
- Weak convergence to extremal processes and record events for non-uniformly hyperbolic dynamical systems
- Decomposition for multivariate extremal processes
- \(K\)-th record values and their basic properties
- Complete convergence and records for dynamically generated stochastic processes
- A directional Poisson point process for univariate extremes
- A connection between extreme value theory and long time approximation of SDEs
- On functional versions of the arc-sine law
This page was built for publication: Weak convergence to extremal processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1223865)
