Asymptotic Theory for the Inference of the Latent Trawl Model for Extreme Values

Author:

Courgeau Valentin,Veraart Almut

Publisher

Elsevier BV

Reference34 articles.

1. Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data;J.-N Bacro;Journal of the American Statistical Association,2020

2. Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate;B Bader;The Annals of Applied Statistics,2018

3. Residual Life Time at Great Age;A A Balkema;Ann. Probab,1974

4. Stationary infinitely divisible processes;O E Barndorff-Nielsen;Brazilian Journal of Probability and Statistics,2011

5. Integer-valued trawl processes: A class of stationary infinitely divisible processes;O E Barndorff-Nielsen;Scandinavian Journal of Statistics,2014

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