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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars:New extreme value theory for maxima of maxima
极大值 最大值 新极值理论
2023/4/18
On Extreme Value Processes and the Functional D-Norm
Extreme value process functional D-norm functional domain of at-traction copula process generalized Pareto process Takahashi’s Theorem
2011/9/21
Abstract: We introduce a functional domain of attraction approach for stochastic processes, which is more general than the usual one based on weak convergence. The distribution function G of a continu...