Invariance Principles for Paced Record Times and Applications Gratiane Ennadifi OriginalPaper Pages: 201 - 217
Tail Index Estimation and an Exponential Regression Model J. BeirlantG. DierckxG. Matthys OriginalPaper Pages: 177 - 200
Inclusion Size Distribution and Endurance Limit of a Hard Steel Hubert BomasPeter MayrThomas Linkewitz OriginalPaper Pages: 149 - 164
Small Defects and Inhomogeneities in Fatigue Strength: Experiments, Models and Statistical Implications Y. MurakamiS. Beretta OriginalPaper Pages: 123 - 147
Asymptotic Distribution of Extremes of Randomly Indexed Random Variables Chang C.Y. DoreaCa´tia R. GonÇalves OriginalPaper Pages: 95 - 109
Approximation by Penultimate Extreme Value Distributions M. Ivette GomesLaurens De Haan OriginalPaper Pages: 71 - 85
Tail Behavior, Modes and other Characteristics of Stable Distributions Hippolyte FofackJohn P. Nolan OriginalPaper Pages: 39 - 58
Likelihood-Based Inference for Extreme Value Models Stuart G. ColesMark J. Dixon OriginalPaper Pages: 5 - 23
Estimation of the Extreme Flow Distributions by Stochastic Models Yuanzhang LiK. M. Lal SaxenaShuzheng Cong OriginalPaper Pages: 423 - 448
Pitfalls of Fitting Autoregressive Models for Heavy-Tailed Time Series Paul D. FeiginSidney I. Resnick OriginalPaper Pages: 391 - 422
Tails of Le´vy Measure of Geometric Stable Random Variables Tomasz J. KozubowskiKrzysztof Podgo´rskiGennady Samorodnitsky OriginalPaper Pages: 367 - 378
Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:- Anders Martin-Lo¨f OriginalPaper Pages: 365 - 366
The Asymptotic Distributions of Sums of Records Barry C. ArnoldJose´ A. Villasen~or OriginalPaper Pages: 351 - 363
Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation Michael FalkFriedrich Liese OriginalPaper Pages: 323 - 349
Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences Mikael Raab OriginalPaper Pages: 295 - 321
Smoothing the Moment Estimator of the Extreme Value Parameter Sidney ResnickCaătaălin Staăricaă OriginalPaper Pages: 263 - 293
Exceedances over High Thresholds: A Guide to Threshold Selection D.J. Dupuis OriginalPaper Pages: 251 - 261
An Extremal Limit Theorem for the Argmax Process of Brownian Motion Minus a Parabolic Drift Gerard HooghiemstraHendrik P. Lopuhaa¨ OriginalPaper Pages: 215 - 240
On Statistical Inference Based on Record Values Andrey FeuervergerPeter Hall OriginalPaper Pages: 169 - 190
Approximation and Simulation of the Distributions of Scan Statistics for Poisson Processes in Higher Dimensions Sven Erick Alm OriginalPaper Pages: 111 - 126
Large Deviations of Heavy-Tailed Sums with Applications in Insurance T. MikoschA.V. Nagaev OriginalPaper Pages: 81 - 110
Extremal Behavior of Diffusion Models in Finance Milan BorkovecClaudia Klüppelberg OriginalPaper Pages: 47 - 80
