On the asymptotics of supremum distribution for some iterated processes.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 451, doi. 10.1007/s10687-016-0272-2
- By:
- Publication type:
- Article
Works matching IS 13861999 AND DT 2017 AND VI 20 AND IP 2
Results: 10
1
2
Detecting distributional changes in samples of independent block maxima using probability weighted moments.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 417, doi. 10.1007/s10687-016-0273-1
- By:
- Publication type:
- Article
3
kth-order Markov extremal models for assessing heatwave risks.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 393, doi. 10.1007/s10687-016-0275-z
- By:
- Publication type:
- Article
4
Extremes of Gaussian random fields with regularly varying dependence structure.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 333, doi. 10.1007/s10687-016-0276-y
- By:
- Publication type:
- Article
5
Statistical post-processing of forecasts for extremes using bivariate brown-resnick processes with an application to wind gusts.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 309, doi. 10.1007/s10687-016-0277-x
- By:
- Publication type:
- Article
6
Implicit extremes and implicit max-stable laws.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 265, doi. 10.1007/s10687-016-0278-9
- By:
- Publication type:
- Article
7
Maximum loss and maximum gain of spectrally negative Lévy processes.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 301, doi. 10.1007/s10687-016-0279-8
- By:
- Publication type:
- Article
8
A Poisson process reparameterisation for Bayesian inference for extremes.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 239, doi. 10.1007/s10687-016-0280-2
- By:
- Publication type:
- Article
9
Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix + 700 pp.
- Published in:
- 2017
- By:
- Publication type:
- Book Review
10
Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds.
- Published in:
- Extremes, 2017, v. 20, n. 2, p. 475, doi. 10.1007/s10687-016-0271-3
- By:
- Publication type:
- Article