Extreme Value Theory: Statistical Applications

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: 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.

Poisson Processes Theorems

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

Likelihood Ratio Tests: Optimality and Extensions

Covers Likelihood Ratio Tests, their optimality, and extensions in hypothesis testing, including Wilks' Theorem and the relationship with Confidence Intervals.