Extreme Statistics: Threshold Models

This lecture covers the theory and applications of extreme statistics, focusing on threshold models for analyzing extremes of time series. The instructor discusses the motivation behind extremal limit theorems, basic statistical analysis, and various applications such as point processes and Gaussian processes. The lecture delves into the theory of Poisson processes, multivariate extremes, and asymptotic independence models. The slides present examples of threshold inference and estimation in univariate cases, emphasizing the use of threshold and point process modeling for extreme statistics.