1. Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data

   • Zhendong Huang
   • Olga Shulyarenko
   • Davide Ferrari

   OriginalPaper Open access 01 June 2021 Pages: 379 - 402

   

2. Conditional normal extreme-value copulas

   • Pavel Krupskii
   • Marc G. Genton

   OriginalPaper 19 March 2021 Pages: 403 - 431

   

3. Critical branching processes in random environment with immigration: survival of a single family

   • Charline Smadi
   • Vladimir Vatutin

   OriginalPaper 26 February 2021 Pages: 433 - 460

4. Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables

   • Stefka Asenova
   • Gildas Mazo
   • Johan Segers

   OriginalPaper 23 February 2021 Pages: 461 - 500

   

5. Convergence of extreme values of Poisson point processes at small times

   • Boris Buchmann
   • Ana Ferreira
   • Ross A. Maller

   OriginalPaper 17 February 2021 Pages: 501 - 529

   

6. On agricultural commodities’ extreme price risk

   • Maarten R. C. van Oordt
   • Philip A. Stork
   • Casper G. de Vries

   OriginalPaper Open access 15 February 2021 Pages: 531 - 563

   

7. First passage times for Slepian process with linear and piecewise linear barriers

   • Anatoly Zhigljavsky
   • Jack Noonan

   OriginalPaper Open access 12 February 2021 Pages: 565 - 589

   

8. Large excursion probabilities for random fields close to Gaussian ones

   • Rimantas Rudzkis
   • Aleksej Bakshaev

   OriginalPaper 11 February 2021 Pages: 591 - 615

9. Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates

   • Valentin Konakov
   • Vladimir Panov
   • Vladimir Piterbarg

   OriginalPaper 10 February 2021 Pages: 617 - 651

   

10. High-dimensional inference using the extremal skew-t process

    • B. Beranger
    • A. G. Stephenson
    • S. A. Sisson

    OriginalPaper 27 July 2020 Pages: 653 - 685