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Palm theory for extremes of stationary regularly varying time series and random fields

  • Published:2022-10-24 Issue:1 Volume:26 Page:45-82
  • ISSN:1386-1999
  • Container-title:Extremes
  • language:en
  • Short-container-title:Extremes

Author:

Planinić Hrvoje

Funder

Hrvatska Zaklada za Znanost

Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung

Publisher

Springer Science and Business Media LLC

Subject

Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability

Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Shift-invariant homogeneous classes of random fields;Journal of Mathematical Analysis and Applications;2024-11

2. Invariance properties of limiting point processes and applications to clusters of extremes;Dependence Modeling;2024-01-01

3. Tail processes and tail measures: An approach via Palm calculus;Extremes;2023-06-27

4. The harmonic mean formula for random processes;Stochastic Analysis and Applications;2022-04-04

5. Tail measures and regular variation;Electronic Journal of Probability;2022-01-01
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