Multilevel clustering of extremes

Article

Novak, S. 2002. Multilevel clustering of extremes. Stochastic Processes and their Applications. 97 (1), pp. 59-75. https://doi.org/10.1016/S0304-4149(01)00123-5
TypeArticle
TitleMultilevel clustering of extremes
AuthorsNovak, S.
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.

JournalStochastic Processes and their Applications
ISSN0304-4149
Publication dates
PrintJan 2002
Publication process dates
Deposited28 Nov 2008
Output statusPublished
Digital Object Identifier (DOI)https://doi.org/10.1016/S0304-4149(01)00123-5
LanguageEnglish
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