Download or read book Extremal and Related Properties of Stationary Processes Part I Extremes of Stationary Sequences written by M. R. Leadbetter and published by . This book was released on 1979 with total page 103 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report considers the generalization of classical extreme value theory for independent random variables, to apply to stationary stochastic processes. Part 1 is concerned with stochastic sequences and part 2 will deal with continuous time processs. (Author).
Download or read book Extremes and Related Properties of Random Sequences and Processes written by M. R. Leadbetter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.
Download or read book Extremal and Related Properties of Stationary Processes Part II Extreme Values in Continuous Time written by M. R. Leadbetter and published by . This book was released on 1980 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this work we explore extremal and related theory for continuous parameter stationary processes. A general theory extending that for the sequence case, described in Chapter 2 of Part I, is obtained, based on dependence conditions closely related to those used there for sequences. In particular, a general form of Gnedenko's Theorem is proved for the maximum M(T) = sup (Xi(t); 0
Download or read book Extremes of Stationary Sequences written by M. R. Leadbetter and published by . This book was released on 1979 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extremal and related Properties of stationary processes written by M. R. Leadbetter and published by . This book was released on 1979 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Extremes of Stationary Processes written by M. R. Leadbetter and published by . This book was released on 1978 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: Certain aspects of extremal theory for stationary sequences and continuous parameter stationary processes, are discussed in this paper. A slightly modified form of a previously used dependence condition, leads to simple proofs of some key results in extremal theory of stationary sequences. Dependence conditions of a 'weak mixing' type are introduced for continuous parameter stationary processes and results of classical extreme value theory extended to that context. (Author).
Download or read book Statistical Extremes and Applications written by J. Tiago de Oliveira and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 690 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first references to statistical extremes may perhaps be found in the Genesis (The Bible, vol. I): the largest age of Methu'selah and the concrete applications faced by Noah-- the long rain, the large flood, the structural safety of the ark --. But as the pre-history of the area can be considered to last to the first quarter of our century, we can say that Statistical Extremes emer ged in the last half-century. It began with the paper by Dodd in 1923, followed quickly by the papers of Fre-chet in 1927 and Fisher and Tippett in 1928, after by the papers by de Finetti in 1932, by Gumbel in 1935 and by von Mises in 1936, to cite the more relevant; the first complete frame in what regards probabilistic problems is due to Gnedenko in 1943. And by that time Extremes begin to explode not only in what regards applications (floods, breaking strength of materials, gusts of wind, etc. ) but also in areas going from Proba bility to Stochastic Processes, from Multivariate Structures to Statistical Decision. The history, after the first essential steps, can't be written in few pages: the narrow and shallow stream gained momentum and is now a huge river, enlarging at every moment and flooding the margins. Statistical Extremes is, thus, a clear-cut field of Probability and Statistics and a new exploding area for research.
Download or read book Stationary Stochastic Processes written by Georg Lindgren and published by CRC Press. This book was released on 2012-10-01 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
Download or read book Extreme Values In Random Sequences written by Pavle Mladenović and published by Springer Nature. This book was released on with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Technical Abstract Bulletin written by and published by . This book was released on 1979 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Introduction to Statistical Modeling of Extreme Values written by Stuart Coles and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Directly oriented towards real practical application, this book develops both the basic theoretical framework of extreme value models and the statistical inferential techniques for using these models in practice. Intended for statisticians and non-statisticians alike, the theoretical treatment is elementary, with heuristics often replacing detailed mathematical proof. Most aspects of extreme modeling techniques are covered, including historical techniques (still widely used) and contemporary techniques based on point process models. A wide range of worked examples, using genuine datasets, illustrate the various modeling procedures and a concluding chapter provides a brief introduction to a number of more advanced topics, including Bayesian inference and spatial extremes. All the computations are carried out using S-PLUS, and the corresponding datasets and functions are available via the Internet for readers to recreate examples for themselves. An essential reference for students and researchers in statistics and disciplines such as engineering, finance and environmental science, this book will also appeal to practitioners looking for practical help in solving real problems. Stuart Coles is Reader in Statistics at the University of Bristol, UK, having previously lectured at the universities of Nottingham and Lancaster. In 1992 he was the first recipient of the Royal Statistical Society's research prize. He has published widely in the statistical literature, principally in the area of extreme value modeling.
Download or read book Advances in Regression Survival Analysis Extreme Values Markov Processes and Other Statistical Applications written by João Lita da Silva and published by Springer Science & Business Media. This book was released on 2013-06-14 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of the Selected Papers from Portugal is a product of the Seventeenth Congress of the Portuguese Statistical Society, held at the beautiful resort seaside city of Sesimbra, Portugal, from September 30 to October 3, 2009. It covers a broad scope of theoretical, methodological as well as application-oriented articles in domains such as: Linear Models and Regression, Survival Analysis, Extreme Value Theory, Statistics of Diffusions, Markov Processes and other Statistical Applications.
Download or read book Sojourns And Extremes of Stochastic Processes written by Simeon Berman and published by CRC Press. This book was released on 2017-07-12 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Download or read book Statistics of Extremes written by Jan Beirlant and published by John Wiley & Sons. This book was released on 2004-10-15 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Download or read book Breakthroughs in Statistics written by Samuel Kotz and published by Springer Science & Business Media. This book was released on 1993-06-11 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Extreme Values in Finance Telecommunications and the Environment written by Barbel Finkenstadt and published by CRC Press. This book was released on 2003-07-28 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory of extreme values in the areas of finance, insurance, the environment, and telecommunications. The comprehensive introductory chapter by Richard Smith ensures a high level of cohesion for this volume.
Download or read book Recent Developments in Statistics and Data Science written by Regina Bispo and published by Springer Nature. This book was released on 2022-11-28 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of twenty-five peer-reviewed articles carefully selected from the contributions presented at the XXV Congress of the Portuguese Statistical Society (2021). Containing state-of-the-art developments in theoretical and applied statistics, the book will be accessible to readers with a background in mathematics and statistics, but will also be of interest to researchers from other scientific disciplines (e.g., biology, economics, medicine), who will find a broad range of relevant applications.
