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Local asymptotic normality in δ-neighborhoods of standard
  generalized Pareto processes

Local asymptotic normality in δ-neighborhoods of standard generalized Pareto processes

3 August 2011
Stefan Aulbach
M. Falk
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Papers citing "Local asymptotic normality in δ-neighborhoods of standard generalized Pareto processes"

2 / 2 papers shown
Title
Testing for a generalized Pareto process
Testing for a generalized Pareto process
Stefan Aulbach
M. Falk
21
13
0
31 Jan 2012
Models for dependent extremes using stable mixtures
Models for dependent extremes using stable mixtures
Anne-Laure Fougères
J. P. Nolan
Holger Rootzén
99
62
0
15 Nov 2007
1