extreme values regular variation and point processes springer series in operations research and financial engineering
EXTREME VALUES REGULAR VARIATION AND POINT PROCESSES SPRINGER SERIES IN OPERATIONS RESEARCH AND FINANCIAL ENGINEERING
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  • Title : Extreme Values Regular Variation And Point Processes Springer Series In Operations Research And Financial Engineering
  • ASIN : 0387759522
  • Status : Available
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Editorial Special Issue On Time Series Extremes Springer

464 r. kulik if 01 then the limiting distribution of the maxima of a stationary time series is again of the weibull gumbel or frechet type properly re parametrized to incor porate the extremal index. if 1 then maxima behave asymptotically as if the random variables xj were independent like in the case of any gaussian process whose correlation function decays faster than

Fundamentals Of Risk Analysis Bocconi University

s. g. coles an introduction to statistical modeling of extreme values. springer series in statistics 2001 l. de haan and a. ferreira. extreme value theory an introduction. springer series in oper ations research and financial engineering 2006 s. kaplan and b. j. garrick. on the quantitative de nition of risk. risk analysis 1128 1981.