ExtremesPub Date : 2021-03-10DOI: 10.1007/s10687-022-00441-x
Takashi Owada, Zifu Wei
{"title":"Functional strong law of large numbers for Betti numbers in the tail","authors":"Takashi Owada, Zifu Wei","doi":"10.1007/s10687-022-00441-x","DOIUrl":"https://doi.org/10.1007/s10687-022-00441-x","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44927790","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}
ExtremesPub Date : 2021-03-01DOI: 10.1007/s10687-023-00473-x
J. Velthoen, C. Dombry, J. Cai, Sebastian Engelke
{"title":"Gradient boosting for extreme quantile regression","authors":"J. Velthoen, C. Dombry, J. Cai, Sebastian Engelke","doi":"10.1007/s10687-023-00473-x","DOIUrl":"https://doi.org/10.1007/s10687-023-00473-x","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42846459","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}
ExtremesPub Date : 2021-02-23DOI: 10.1007/s10687-021-00407-5
Stefka Asenova, G. Mazo, J. Segers
{"title":"Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables","authors":"Stefka Asenova, G. Mazo, J. Segers","doi":"10.1007/s10687-021-00407-5","DOIUrl":"https://doi.org/10.1007/s10687-021-00407-5","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00407-5","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43453811","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}
ExtremesPub Date : 2021-02-17DOI: 10.1007/s10687-021-00409-3
B. Buchmann, Ana Ferreira, R. Maller
{"title":"Convergence of extreme values of Poisson point processes at small times","authors":"B. Buchmann, Ana Ferreira, R. Maller","doi":"10.1007/s10687-021-00409-3","DOIUrl":"https://doi.org/10.1007/s10687-021-00409-3","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00409-3","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46792933","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}
ExtremesPub Date : 2021-02-15DOI: 10.1007/s10687-020-00401-3
Maarten R.C. van Oordt, Philip A. Stork, C. de Vries
{"title":"On agricultural commodities’ extreme price risk","authors":"Maarten R.C. van Oordt, Philip A. Stork, C. de Vries","doi":"10.1007/s10687-020-00401-3","DOIUrl":"https://doi.org/10.1007/s10687-020-00401-3","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00401-3","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43030482","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}
ExtremesPub Date : 2021-02-12DOI: 10.1007/s10687-021-00406-6
A. Zhigljavsky, J. Noonan
{"title":"First passage times for Slepian process with linear and piecewise linear barriers","authors":"A. Zhigljavsky, J. Noonan","doi":"10.1007/s10687-021-00406-6","DOIUrl":"https://doi.org/10.1007/s10687-021-00406-6","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-02-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00406-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394314","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}
ExtremesPub Date : 2021-02-11DOI: 10.1007/s10687-021-00411-9
R. Rudzkis, A. Bakshaev
{"title":"Large excursion probabilities for random fields close to Gaussian ones","authors":"R. Rudzkis, A. Bakshaev","doi":"10.1007/s10687-021-00411-9","DOIUrl":"https://doi.org/10.1007/s10687-021-00411-9","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-02-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00411-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48309318","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}
ExtremesPub Date : 2021-01-08DOI: 10.1007/s10687-020-00392-1
S. Novak
{"title":"Poisson approximation in terms of the Gini–Kantorovich distance","authors":"S. Novak","doi":"10.1007/s10687-020-00392-1","DOIUrl":"https://doi.org/10.1007/s10687-020-00392-1","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2021-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00392-1","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394248","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}
ExtremesPub Date : 2020-12-09DOI: 10.1007/s10687-021-00420-8
Anastasiya Ellanskaya, Y. Kabanov
{"title":"On ruin probabilities with risky investments in a stock with stochastic volatility","authors":"Anastasiya Ellanskaya, Y. Kabanov","doi":"10.1007/s10687-021-00420-8","DOIUrl":"https://doi.org/10.1007/s10687-021-00420-8","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-12-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-021-00420-8","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45741029","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}
ExtremesPub Date : 2020-11-20DOI: 10.1007/s10687-020-00398-9
S. Kobelkov, V. Piterbarg, I. Rodionov
{"title":"Correction to: On maximum of Gaussian random fields having unique maximum point of its variance","authors":"S. Kobelkov, V. Piterbarg, I. Rodionov","doi":"10.1007/s10687-020-00398-9","DOIUrl":"https://doi.org/10.1007/s10687-020-00398-9","url":null,"abstract":"","PeriodicalId":49274,"journal":{"name":"Extremes","volume":null,"pages":null},"PeriodicalIF":1.3,"publicationDate":"2020-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s10687-020-00398-9","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"52394279","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}