Multilevel clustering of extremes
Novak, Serguei ORCID: https://orcid.org/0000-0001-7929-7641
(2002)
Multilevel clustering of extremes.
Stochastic Processes and their Applications, 97
(1)
.
pp. 59-75.
ISSN 0304-4149
[Article]
(doi:10.1016/S0304-4149(01)00123-5)
Official URL: http://dx.doi.org/10.1016/S0304-4149(01)00123-5
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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