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Extremal behavior of regularly varying stochastic processes · Study

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ArticleExtremal behavior of regularly varying stochastic processes

Henrik Hult2004

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Articlebronze2004

Extremal behavior of regularly varying stochastic processes

Henrik Hult · Filip Lindskog

92 citations·0/0 files stored·Stochastic Processes and their Applications

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Probability and Risk Models Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1987Extreme Values, Regular Variation and Point Processes 2002A characterization of multivariate regular variation

Cited by

2014Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps 2005Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes 2018High-dimensional peaks-over-threshold inference 2007Extreme value theory for space–time processes with heavy-tailed distributions 2004Functional Large Deviations for Multivariate Regularly Varying Random Walks 2022Higher-dimensional spatial extremes via single-site conditioning 2015Functional regular variations, Pareto processes and peaks over threshold 2005Functional large deviations for multivariate regularly varying random walks

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Details

Year2004

Typearticle

Published2004-10-04

VenueStochastic Processes and their Applications

ISSN-L0304-4149

Languageen

Citations92

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.spa.2004.09.003

openalex_workW2089010354

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