Extremes最新文献

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Functional strong law of large numbers for Betti numbers in the tail 尾部Betti数的泛函强大数定律
IF 1.3 3区 数学
Extremes Pub Date : 2021-03-10 DOI: 10.1007/s10687-022-00441-x
Takashi Owada, Zifu Wei
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引用次数: 5
Gradient boosting for extreme quantile regression 极端分位数回归的梯度增强
IF 1.3 3区 数学
Extremes Pub Date : 2021-03-01 DOI: 10.1007/s10687-023-00473-x
J. Velthoen, C. Dombry, J. Cai, Sebastian Engelke
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引用次数: 24
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables 由隐变量马尔可夫树驱动的结构化h<s:1> sler - reiss分布吸引域极值依赖性的推论
IF 1.3 3区 数学
Extremes Pub Date : 2021-02-23 DOI: 10.1007/s10687-021-00407-5
Stefka Asenova, G. Mazo, J. Segers
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引用次数: 18
Convergence of extreme values of Poisson point processes at small times 小时间泊松点过程极值的收敛性
IF 1.3 3区 数学
Extremes Pub Date : 2021-02-17 DOI: 10.1007/s10687-021-00409-3
B. Buchmann, Ana Ferreira, R. Maller
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引用次数: 0
On agricultural commodities’ extreme price risk 论农产品的极端价格风险
IF 1.3 3区 数学
Extremes Pub Date : 2021-02-15 DOI: 10.1007/s10687-020-00401-3
Maarten R.C. van Oordt, Philip A. Stork, C. de Vries
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引用次数: 3
First passage times for Slepian process with linear and piecewise linear barriers 具有线性和分段线性障碍的睡眠过程的首次通过时间
IF 1.3 3区 数学
Extremes Pub Date : 2021-02-12 DOI: 10.1007/s10687-021-00406-6
A. Zhigljavsky, J. Noonan
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引用次数: 1
Large excursion probabilities for random fields close to Gaussian ones 接近高斯随机场的大漂移概率
IF 1.3 3区 数学
Extremes Pub Date : 2021-02-11 DOI: 10.1007/s10687-021-00411-9
R. Rudzkis, A. Bakshaev
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引用次数: 0
Poisson approximation in terms of the Gini–Kantorovich distance 用Gini-Kantorovich距离表示的泊松近似
IF 1.3 3区 数学
Extremes Pub Date : 2021-01-08 DOI: 10.1007/s10687-020-00392-1
S. Novak
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引用次数: 1
On ruin probabilities with risky investments in a stock with stochastic volatility 随机波动股票风险投资的破产概率
IF 1.3 3区 数学
Extremes Pub Date : 2020-12-09 DOI: 10.1007/s10687-021-00420-8
Anastasiya Ellanskaya, Y. Kabanov
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引用次数: 5
Correction to: On maximum of Gaussian random fields having unique maximum point of its variance 修正为:高斯随机场的最大值有唯一的方差最大值
IF 1.3 3区 数学
Extremes Pub Date : 2020-11-20 DOI: 10.1007/s10687-020-00398-9
S. Kobelkov, V. Piterbarg, I. Rodionov
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引用次数: 1
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