Abstract
Point process techniques give insight into the structure of limit variables and limit processes which occur in the theory of summation (see Chapter 2), in extreme value theory (see Chapters 3 and 4) and in time series analysis (see Chapter 7).
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© 1997 Springer-Verlag Berlin Heidelberg
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Emberchts, P., Klüppelberg, C., Mikosch, T. (1997). An Approach to Extremes via Point Processes. In: Modelling Extremal Events. Applications of Mathematics, vol 33. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33483-2_6
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DOI: https://doi.org/10.1007/978-3-642-33483-2_6
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