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Volumn 20, Issue 4, 2014, Pages 1717-1737

The generalized Pareto process; with a view towards application and simulation

(2) Ferreira, Ana a,c De Haan, Laurens b,c

a INSTITUTO SUPERIOR DE AGRONOMIA (Portugal)

b ERASMUS UNIVERSITY ROTTERDAM (Netherlands)

c UNIVERSITY OF LISBON (Portugal)

Author keywords

Domain of attraction; Extreme value theory; Functional regular variation; Generalized pareto process; Max stable processes; Peaks over threshold

Indexed keywords

EID: 84907426905 PISSN: 13507265 EISSN: None Source Type: Journal
DOI: 10.3150/13-BEJ538 Document Type: Article

Times cited : (113)

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