Testing for a generalized Pareto process

Electronic Journal of Statistics

Volumn 6, Issue , 2012, Pages 1779-1802

  Aulbach, Stefan ^a   Falk, Michael ^a  

^a UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Asymptotic optimal test sequence; Asymptotic relative efficiency; Central sequence; Functional extreme value theory; Generalized Pareto process; Local asymptotic normality; Max stable process; Point process of exceedances

Indexed keywords

EID: 84875395346     PISSN: 19357524     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-EJS728     Document Type: Article

References (19)

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