Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data Zhendong HuangOlga ShulyarenkoDavide Ferrari OriginalPaper Open access 01 June 2021 Pages: 379 - 402
Conditional normal extreme-value copulas Pavel KrupskiiMarc G. Genton OriginalPaper 19 March 2021 Pages: 403 - 431
Critical branching processes in random environment with immigration: survival of a single family Charline SmadiVladimir Vatutin OriginalPaper 26 February 2021 Pages: 433 - 460
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables Stefka AsenovaGildas MazoJohan Segers OriginalPaper 23 February 2021 Pages: 461 - 500
Convergence of extreme values of Poisson point processes at small times Boris BuchmannAna FerreiraRoss A. Maller OriginalPaper 17 February 2021 Pages: 501 - 529
On agricultural commodities’ extreme price risk Maarten R. C. van OordtPhilip A. StorkCasper G. de Vries OriginalPaper Open access 15 February 2021 Pages: 531 - 563
First passage times for Slepian process with linear and piecewise linear barriers Anatoly ZhigljavskyJack Noonan OriginalPaper Open access 12 February 2021 Pages: 565 - 589
Large excursion probabilities for random fields close to Gaussian ones Rimantas RudzkisAleksej Bakshaev OriginalPaper 11 February 2021 Pages: 591 - 615
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates Valentin KonakovVladimir PanovVladimir Piterbarg OriginalPaper 10 February 2021 Pages: 617 - 651
High-dimensional inference using the extremal skew-t process B. BerangerA. G. StephensonS. A. Sisson OriginalPaper 27 July 2020 Pages: 653 - 685