Multilevel clustering of extremes

Novak, Serguei (2002) Multilevel clustering of extremes. Stochastic Processes and their Applications, 97 (1). pp. 59-75. ISSN 0304-4149 (doi:https://doi.org/10.1016/S0304-4149(01)00123-5)

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Abstract

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.

Item Type: Article
Research Areas: A. > School of Science and Technology > Design Engineering and Mathematics
ISI Impact: 6
Item ID: 589
Useful Links:
Depositing User: Repository team
Date Deposited: 28 Nov 2008 15:14
Last Modified: 13 Oct 2016 14:12
URI: https://eprints.mdx.ac.uk/id/eprint/589

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