Poisson Processes and Angular Density

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Extreme Value Theory: Return Level Estimation

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

Estimating R

Covers the estimation of R, including the continuity theorem and limit laws for random variables.

Simulation & Optimization: Poisson Process & Random Numbers

Explores simulation pitfalls, random numbers, discrete & continuous distributions, and Monte-Carlo integration.

Extreme Value Theory: Statistical Applications

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

Extreme Value Analysis: Applications and Consequences

Explores extremal limit theorems and statistical analysis for analyzing extreme events like Venezuela rainfall and Venice data.

Extreme Statistics: Threshold Models

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

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.

Multivariate Extremes: Applications and Dependence

Explores multivariate extremes, including overwhelming sea defenses and heat waves.

Estimating Extremal Processes

Explores extremal limit theorems, statistical analysis, and applications of extremal processes in various fields, focusing on modeling extreme events and fitting suitable models.

Statistics of Multivariate Extremes: Inference and Models

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