Volume 17; Issue 1

Extremes

Volume 17; Issue 1
1

Modeling clusters of extreme values

Year:
2014
Language:
english
File:
PDF, 742 KB
english, 2014
3

Conditional sampling for max-stable processes with a mixed moving maxima representation

Year:
2014
Language:
english
File:
PDF, 686 KB
english, 2014
4

The distribution of the maximum of a first order moving average: the continuous case

Year:
2014
Language:
english
File:
PDF, 5.15 MB
english, 2014
6

Estimation of the conditional tail index using a smoothed local Hill estimator

Year:
2014
Language:
english
File:
PDF, 572 KB
english, 2014