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Multi-normex distributions for the sum of random vectors. Rates of convergence 随机向量和的多normx分布。收敛速度
IF 1.3 3区 数学
Extremes Pub Date : 2021-07-20 DOI: 10.1007/s10687-022-00461-7
M. Kratz, E. Prokopenko
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引用次数: 1
The tail process and tail measure of continuous time regularly varying stochastic processes 连续时间正则变随机过程的尾过程和尾度量
IF 1.3 3区 数学
Extremes Pub Date : 2021-06-05 DOI: 10.1007/s10687-021-00417-3
Philippe Soulier
{"title":"The tail process and tail measure of continuous time regularly varying stochastic processes","authors":"Philippe Soulier","doi":"10.1007/s10687-021-00417-3","DOIUrl":"https://doi.org/10.1007/s10687-021-00417-3","url":null,"abstract":"<p>The goal of this paper is to investigate the tools of extreme value theory originally introduced for discrete time stationary stochastic processes (time series), namely the tail process and the tail measure, in the framework of continuous time stochastic processes with paths in the space <span>(mathcal {D})</span> of càdlàg functions indexed by <span>(mathbb {R})</span>, endowed with Skorohod’s <i>J</i><sub>1</sub> topology. We prove that the essential properties of these objects are preserved, with some minor (though interesting) differences arising. We first obtain structural results which provide representation for homogeneous shift-invariant measures on <span>(mathcal {D})</span> and then study regular variation of random elements in <span>(mathcal {D})</span>. We give practical conditions and study several examples, recovering and extending known results.</p>","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"39 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138537970","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 12
Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data 应用于最高温度数据的Brown-Resnick过程的截断成对似然
IF 1.3 3区 数学
Extremes Pub Date : 2021-06-01 DOI: 10.1007/s10687-021-00422-6
Zhendong Huang, O. Shulyarenko, Davide Ferrari
{"title":"Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data","authors":"Zhendong Huang, O. Shulyarenko, Davide Ferrari","doi":"10.1007/s10687-021-00422-6","DOIUrl":"https://doi.org/10.1007/s10687-021-00422-6","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"379 - 402"},"PeriodicalIF":1.3,"publicationDate":"2021-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00422-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45707910","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Modeling spatial extremes using normal mean-variance mixtures 使用正态均值-方差混合模型模拟空间极值
IF 1.3 3区 数学
Extremes Pub Date : 2021-05-11 DOI: 10.1007/s10687-021-00434-2
Zhongwei Zhang, Raphael Huser, T. Opitz, J. Wadsworth
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引用次数: 8
Extreme value theory for spatial random fields – with application to a Lévy-driven field 空间随机场的极值理论——及其在lvac驱动场中的应用
IF 1.3 3区 数学
Extremes Pub Date : 2021-05-07 DOI: 10.1007/s10687-021-00415-5
Mads Stehr, Anders Rønn-Nielsen
{"title":"Extreme value theory for spatial random fields – with application to a Lévy-driven field","authors":"Mads Stehr, Anders Rønn-Nielsen","doi":"10.1007/s10687-021-00415-5","DOIUrl":"https://doi.org/10.1007/s10687-021-00415-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"753 - 795"},"PeriodicalIF":1.3,"publicationDate":"2021-05-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00415-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41444506","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Conditional marginal expected shortfall 有条件边际预期短缺
IF 1.3 3区 数学
Extremes Pub Date : 2021-05-06 DOI: 10.1007/s10687-020-00403-1
Y. Goegebeur, A. Guillou, Nguyen Khanh Le Ho, J. Qin
{"title":"Conditional marginal expected shortfall","authors":"Y. Goegebeur, A. Guillou, Nguyen Khanh Le Ho, J. Qin","doi":"10.1007/s10687-020-00403-1","DOIUrl":"https://doi.org/10.1007/s10687-020-00403-1","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"797 - 847"},"PeriodicalIF":1.3,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00403-1","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45681064","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
New characterizations of multivariate Max-domain of attraction and D-Norms 多元吸引极大域与d -范数的新刻画
IF 1.3 3区 数学
Extremes Pub Date : 2021-05-05 DOI: 10.1007/s10687-021-00416-4
Michael Falk, T. Fuller
{"title":"New characterizations of multivariate Max-domain of attraction and D-Norms","authors":"Michael Falk, T. Fuller","doi":"10.1007/s10687-021-00416-4","DOIUrl":"https://doi.org/10.1007/s10687-021-00416-4","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"849 - 879"},"PeriodicalIF":1.3,"publicationDate":"2021-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00416-4","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41776957","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Editorial to the special issue: Statistical modeling of environmental extremes 特刊编辑：极端环境的统计建模
IF 1.3 3区 数学
Extremes Pub Date : 2021-04-09 DOI: 10.1007/S10687-021-00414-6
Daniel Cooley, P. Naveau
{"title":"Editorial to the special issue: Statistical modeling of environmental extremes","authors":"Daniel Cooley, P. Naveau","doi":"10.1007/S10687-021-00414-6","DOIUrl":"https://doi.org/10.1007/S10687-021-00414-6","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"197 - 198"},"PeriodicalIF":1.3,"publicationDate":"2021-04-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/S10687-021-00414-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43938869","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Palm theory for extremes of stationary regularly varying time series and random fields 定常变时间序列和随机场极值的Palm理论
IF 1.3 3区 数学
Extremes Pub Date : 2021-04-08 DOI: 10.1007/s10687-022-00447-5
Hrvoje Planini'c
{"title":"Palm theory for extremes of stationary regularly varying time series and random fields","authors":"Hrvoje Planini'c","doi":"10.1007/s10687-022-00447-5","DOIUrl":"https://doi.org/10.1007/s10687-022-00447-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"26 1","pages":"45-82"},"PeriodicalIF":1.3,"publicationDate":"2021-04-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49566226","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Randomly stopped extreme Zipf extensions 随机停止极端Zipf扩展
IF 1.3 3区 数学
Extremes Pub Date : 2021-03-23 DOI: 10.1007/s10687-021-00410-w
Ariel Duarte-López, M. Pérez-Casany, J. Valero
{"title":"Randomly stopped extreme Zipf extensions","authors":"Ariel Duarte-López, M. Pérez-Casany, J. Valero","doi":"10.1007/s10687-021-00410-w","DOIUrl":"https://doi.org/10.1007/s10687-021-00410-w","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":"24 1","pages":"915 - 948"},"PeriodicalIF":1.3,"publicationDate":"2021-03-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00410-w","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48684933","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
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