Point process

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Asymptotic Independence Models

Explores extremal limit theorems, statistical analysis, and asymptotic independence models for rare events.

Poisson Processes Theorems

Discusses important theorems related to Poisson processes and their applications in analyzing exceedances and likelihood.

Extreme Value Theory: Point Processes

Covers the application of extreme value theory to point processes and the estimation of extreme events from equally-spaced time series.

Estimating R: Theory of Poisson Processes

Covers the theory of Poisson processes and the estimation of the intensity parameter R.

Extreme Statistics: Threshold Models

Covers the theory and applications of extreme statistics, focusing on threshold models for analyzing extremes of time series.

Poisson Process: Density Theory and Applications

Explores Poisson processes, joint density, independence of events, and likelihood estimation.

Statistical Analysis of Multivariate Extremes

Covers the statistical analysis of multivariate extremes, including extremal limit theorems and models for extremes of time series.

Poisson Process Approach

Explores the Poisson process approach in extreme value analysis, emphasizing component-wise transformations and likelihood functions for extreme events.

Extreme Value Theory: Return Level Estimation

Explores extremal limit theorems, return level estimation, clustering consequences, and modelling strategies for extreme value theory.

Gaussian Process: Covariance and Correlation Functions

Explores Gaussian processes, covariance functions, intrinsic stationarity, and extreme applications in statistics.