1

Adventures in Stochastic Processes

Year:
1993
Language:
english
File:
PDF, 337 KB
english, 1993
2

Warranty claims modeling

Year:
2008
Language:
english
File:
PDF, 302 KB
english, 2008
3

When Does the Mean Excess Plot Look Linear?

Year:
2011
Language:
english
File:
PDF, 142 KB
english, 2011
4

Limit theory for multivariate sample extremes

Year:
1977
Language:
english
File:
PDF, 820 KB
english, 1977
5

Point Processes, Regular Variation and Weak Convergence

Year:
1986
Language:
english
File:
PDF, 4.64 MB
english, 1986
6

Many multivariate records

Year:
1995
Language:
english
File:
PDF, 1.29 MB
english, 1995
7

Basic Properties and Prediction of Max-ARMA Processes

Year:
1989
Language:
english
File:
PDF, 1.72 MB
english, 1989
8

Limit Laws for Exponential Families

Year:
1999
Language:
english
File:
PDF, 1.88 MB
english, 1999
9

On min-stable horse races with infinitely many horses

Year:
1992
Language:
english
File:
PDF, 1.62 MB
english, 1992
10

Tail Equivalence and Its Applications

Year:
1971
Language:
english
File:
PDF, 1.25 MB
english, 1971
12

Extreme values of independent stochastic processes

Year:
1977
Language:
english
File:
PDF, 1.30 MB
english, 1977
14

Extreme Value Theory as a Risk Management Tool

Year:
1999
Language:
english
File:
PDF, 224 KB
english, 1999
15

Limit laws for record values

Year:
1973
Language:
english
File:
PDF, 1.24 MB
english, 1973
16

A Test for Nonlinearity of Time Series with Infinite Variance

Year:
2000
Language:
english
File:
PDF, 227 KB
english, 2000
17

Weak convergence with random indices

Year:
1977
Language:
english
File:
PDF, 792 KB
english, 1977
19

Extremal Processes

Year:
1975
Language:
english
File:
PDF, 165 KB
english, 1975
21

Smoothing the Moment Estimator of the Extreme Value Parameter

Year:
1999
Language:
english
File:
PDF, 217 KB
english, 1999
24

Adventures in Stochastic Processes || Point Processes

Year:
2002
Language:
english
File:
PDF, 5.16 MB
english, 2002
25

Fitting the linear preferential attachment model

Year:
2017
Language:
english
File:
PDF, 1.02 MB
english, 2017
26

How to Make a Hill Plot

Year:
2000
Language:
english
File:
PDF, 1.43 MB
english, 2000
28

Random USC Functions, Max-Stable Processes and Continuous Choice

Year:
1991
Language:
english
File:
PDF, 2.35 MB
english, 1991
30

Detecting a conditional extreme value model

Year:
2011
Language:
english
File:
PDF, 3.19 MB
english, 2011
31

A Probability Path ||

Year:
2014
Language:
english
File:
PDF, 64.44 MB
english, 2014
32

ASSOCIATION AND MULTIVARIATE EXTREME VALUE DISTRIBUTIONS

Year:
1988
Language:
english
File:
PDF, 454 KB
english, 1988
33

Smoothing the Hill Estimator

Year:
1997
Language:
english
File:
PDF, 1.58 MB
english, 1997
34

A bivariate stable characterization and domains of attraction

Year:
1979
Language:
english
File:
PDF, 744 KB
english, 1979
35

Clustering of Markov chain exceedances

Year:
2013
Language:
english
File:
PDF, 311 KB
english, 2013
37

Extremal dependence measure and extremogram: the regularly varying case

Year:
2012
Language:
english
File:
PDF, 445 KB
english, 2012
38

The Structure of Extremal Processes

Year:
1973
Language:
english
File:
PDF, 276 KB
english, 1973
39

Heavy Tail Modeling and Teletraffic Data

Year:
1997
Language:
english
File:
PDF, 2.89 MB
english, 1997
40

Consistency of Hill's estimator for dependent data

Year:
1995
Language:
english
File:
PDF, 1.94 MB
english, 1995
41

Transition kernels and the conditional extreme value model

Year:
2014
Language:
english
File:
PDF, 503 KB
english, 2014
43

Adventures in Stochastic Processes ||

Year:
2002
Language:
english
File:
PDF, 61.16 MB
english, 2002
45

On asymptotic normality of the hill estimator

Year:
1998
Language:
english
File:
PDF, 573 KB
english, 1998
48

The qq-estimator and heavy tails

Year:
1996
Language:
english
File:
PDF, 662 KB
english, 1996