Asymptotic Independence Models

Related lectures (32)

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

Explores theory and applications of multivariate extremes, emphasizing fitting marginal and dependence models together for accurate estimation.

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

Explores statistical applications of threshold exceedances and GPD modeling in extreme value theory.

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

Covers the theorems of superposition and colouring for Poisson processes.

Explores point processes in spatial analysis, focusing on spatial object dissemination and pattern detection.

Covers the estimation of R in Poisson processes, focusing on marking points and convergence.

Delves into Extreme Value Theory, discussing maxima, exceedances, and their statistical implications.

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