Extremes and Exceedance Measures for Continuous Parameter Stationary Processes View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1994

AUTHORS

M. R. Leadbetter

ABSTRACT

This paper attempts to provide a coherent overview of various existing methods (with some new results) concerning extremes of continuous parameter stationary processes. This involves (1) the extension of classical extreme value theory to describe maxima of stationary processes in continuous time and (2) the more general question of modeling repeated excursions by the process above high levels and consequent measures of exceedance (or “damage”). While general theorems are given the comparisons are primarily made and exemplified for Gaussian processes, for which the most detailed specific results are available. More... »

PAGES

371-388

Book

TITLE

Extreme Value Theory and Applications

ISBN

978-1-4613-3640-2
978-1-4613-3638-9

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-1-4613-3638-9_22

DOI

http://dx.doi.org/10.1007/978-1-4613-3638-9_22

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1014655433


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