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:	Middlesex University Expert Profile Publisher
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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