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ArticleModeling clusters of extreme values

Natalia M. Markovich2013

Article2013

Modeling clusters of extreme values

Natalia M. Markovich

30 citations·0/0 files stored·Extremes

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Probability and Risk Models Probability and Statistical Research Point processes and geometric inequalities

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References

1997Modelling Extremal Events 2004Statistics of Extremes 2006Heavy-Tail Phenomena: Probabilistic and Statistical Modeling 2002Stochastic-process limits : an introduction to stochastic-process limits and their application to queues 2003Inference for Clusters of Extreme Values 1988On the exceedance point process for a stationary sequence 2008Regularly varying multivariate time series 2007Statistics of return intervals in long-term correlated records

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Year2013

Typearticle

Published2013-06-28

VenueExtremes

ISSN-L1386-1999

Languageen

Citations30

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1007/s10687-013-0176-3

openalex_workW2000275146

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