具有重尾创新和遗漏观测的线性过程的极值

IF 1.1 3区 数学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS
L. Glavaš, P. Mladenovic
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引用次数: 5

摘要

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Extreme values of linear processes with heavy-tailed innovations and missing observations
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来源期刊
Extremes
Extremes MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY
CiteScore
2.20
自引率
7.70%
发文量
15
审稿时长
>12 weeks
期刊介绍: Extremes publishes original research on all aspects of statistical extreme value theory and its applications in science, engineering, economics and other fields. Authoritative and timely reviews of theoretical advances and of extreme value methods and problems in important applied areas, including detailed case studies, are welcome and will be a regular feature. All papers are refereed. Publication will be swift: in particular electronic submission and correspondence is encouraged. Statistical extreme value methods encompass a very wide range of problems: Extreme waves, rainfall, and floods are of basic importance in oceanography and hydrology, as are high windspeeds and extreme temperatures in meteorology and catastrophic claims in insurance. The waveforms and extremes of random loads determine lifelengths in structural safety, corrosion and metal fatigue.
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