Multilevel clustering of extremes.
Novak, Serguei (2002) Multilevel clustering of extremes. Stochastic Processes and their Applications , 97 (1). pp. 59-75. ISSN 0304-4149
Full text is not in this repository.
Official URL: http://tinyurl.com/39z35qw
This item is available in the Library Catalogue
We investigate asymptotic properties of two-dimensional empirical point processes of exceedances (EPPE). We give an alternative description of the class of possible limit laws. Necessary and sufficient conditions for the weak convergence of one-dimensional EPPEs and complete convergence of two-dimensional EPPEs are established.
|Research Areas:||Business > Finance & Accounting|
|Citations on ISI Web of Science:||6|
|Deposited On:||28 Nov 2008 15:14|
|Last Modified:||06 Feb 2013 11:05|
Repository Staff Only: item control page
Downloads per month over past year