Modeling clusters of extreme values

Extremes and Related Properties of Random Sequences and Processes.

Richard A. Davis, M. R. Leadbetter, Georg Lindgren et al. · Journal of the American Statistical Association · 1985 · 1.8K citations

Engineering, Discrete Probability, Entropy +8

Inference for Clusters of Extreme Values

Christopher A. T. Ferro, Johan Segers · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2003 · 440 citations

Extreme Values, Engineering, High-dimensional Method +11

On the exceedance point process for a stationary sequence

Tailen Hsing, J. Hüsler, M. R. Leadbetter · Probability Theory and Related Fields · 1988 · 247 citations · Full text

Stochastic Processes, Stochastic Geometry, Poisson Boundary +1

Regularly varying functions

Hedegaard Jessen, Thomas Mikosch · Publications de l Institut Mathematique · 2006 · 235 citations · Full text

Deterministic Dynamical System, Engineering, Generalized Function +13

Extreme Values for Stationary and Markov Sequences

G. L. O’Brien · The Annals of Probability · 1987 · 224 citations · Full text

Large Deviations, Extreme Values, Engineering +15