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