Bingham, Nick H.; Ostaszewski, Adam J. Extremes and regular variation. (English) Zbl 1496.60055 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 121-137 (2021). MSC: 60G70 60-02 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{A. J. Ostaszewski}, Prog. Probab. 78, 121--137 (2021; Zbl 1496.60055) Full Text: DOI arXiv
Zhu, Sha; Dekker, Rommert; van Jaarsveld, Willem; Renjie, Rex Wang; Koning, Alex J. An improved method for forecasting spare parts demand using extreme value theory. (English) Zbl 1403.90069 Eur. J. Oper. Res. 261, No. 1, 169-181 (2017). MSC: 90B05 62G32 62M20 62P30 PDFBibTeX XMLCite \textit{S. Zhu} et al., Eur. J. Oper. Res. 261, No. 1, 169--181 (2017; Zbl 1403.90069) Full Text: DOI
de Valk, Cees Approximation of high quantiles from intermediate quantiles. (English) Zbl 1349.60085 Extremes 19, No. 4, 661-686 (2016). MSC: 60G70 62G32 26A12 26A48 PDFBibTeX XMLCite \textit{C. de Valk}, Extremes 19, No. 4, 661--686 (2016; Zbl 1349.60085) Full Text: DOI arXiv
de Haan, Laurens; Tank, Albert Klein; Neves, Cláudia On tail trend detection: modeling relative risk. (English) Zbl 1319.60119 Extremes 18, No. 2, 141-178 (2015). MSC: 60G70 62F03 62G32 62P12 86A10 46N30 PDFBibTeX XMLCite \textit{L. de Haan} et al., Extremes 18, No. 2, 141--178 (2015; Zbl 1319.60119) Full Text: DOI arXiv Link
van der Pijl, S. P.; Oosterlee, C. W. An ENO-based method for second-order equations and application to the control of dike levels. (English) Zbl 1245.65077 J. Sci. Comput. 50, No. 2, 462-492 (2012). Reviewer: Jan Lovíšek (Bratislava) MSC: 65K10 35K20 49L25 35F21 91B62 49J20 49M25 35L65 65M06 PDFBibTeX XMLCite \textit{S. P. van der Pijl} and \textit{C. W. Oosterlee}, J. Sci. Comput. 50, No. 2, 462--492 (2012; Zbl 1245.65077) Full Text: DOI
de Zea Bermudez, P.; Kotz, Samuel Parameter estimation of the generalized Pareto distribution. II. (English) Zbl 1190.62039 J. Stat. Plann. Inference 140, No. 6, 1374-1388 (2010). MSC: 62F10 62F15 62F35 PDFBibTeX XMLCite \textit{P. de Zea Bermudez} and \textit{S. Kotz}, J. Stat. Plann. Inference 140, No. 6, 1374--1388 (2010; Zbl 1190.62039) Full Text: DOI
Drees, Holger Some aspects of extreme value statistics under serial dependence. (English) Zbl 1164.62043 Extremes 11, No. 1, 35-53 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 62G32 PDFBibTeX XMLCite \textit{H. Drees}, Extremes 11, No. 1, 35--53 (2008; Zbl 1164.62043) Full Text: DOI arXiv
Bingham, N. H. Regular variation and probability: The early years. (English) Zbl 1114.60003 J. Comput. Appl. Math. 200, No. 1, 357-363 (2007). Reviewer: Janos Galambos (Philadelphia) MSC: 60-03 PDFBibTeX XMLCite \textit{N. H. Bingham}, J. Comput. Appl. Math. 200, No. 1, 357--363 (2007; Zbl 1114.60003) Full Text: DOI
Drees, Holger; de Haan, Laurens; Li, Deyuan Approximations to the tail empirical distribution function with application to testing extreme value conditions. (English) Zbl 1093.62052 J. Stat. Plann. Inference 136, No. 10, 3498-3538 (2006). MSC: 62G32 62G10 62G30 PDFBibTeX XMLCite \textit{H. Drees} et al., J. Stat. Plann. Inference 136, No. 10, 3498--3538 (2006; Zbl 1093.62052) Full Text: DOI DOI
Ferreira, A.; de Haan, L.; Peng, L. On optimising the estimation of high quantiles of a probability distribution. (English) Zbl 1210.62052 Statistics 37, No. 5, 401-434 (2003). MSC: 62G32 62G09 62G20 PDFBibTeX XMLCite \textit{A. Ferreira} et al., Statistics 37, No. 5, 401--434 (2003; Zbl 1210.62052) Full Text: DOI
Cousineau, Denis; Goodman, Victor W.; Shiffrin, Richard M. Extending statistics of extremes to distributions varying in position and scale and the implications for race models. (English) Zbl 1018.62039 J. Math. Psychol. 46, No. 4, 431-454 (2002). Reviewer: J.Galambos (Philadelphia) MSC: 62G32 62P15 60G70 PDFBibTeX XMLCite \textit{D. Cousineau} et al., J. Math. Psychol. 46, No. 4, 431--454 (2002; Zbl 1018.62039) Full Text: DOI Link
Rootzén, Holger; Leadbetter, M. Ross; de Haan, Laurens On the distribution of tail array sums for strongly mixing stationary sequences. (English) Zbl 0939.60007 Ann. Appl. Probab. 8, No. 3, 868-885 (1998). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 60G70 60G10 PDFBibTeX XMLCite \textit{H. Rootzén} et al., Ann. Appl. Probab. 8, No. 3, 868--885 (1998; Zbl 0939.60007) Full Text: DOI
Baillie, Richard T. Long memory processes and fractional integration in econometrics. (English) Zbl 0854.62099 J. Econom. 73, No. 1, 5-59 (1996). MSC: 62P20 62M10 91B84 PDFBibTeX XMLCite \textit{R. T. Baillie}, J. Econom. 73, No. 1, 5--59 (1996; Zbl 0854.62099) Full Text: DOI
Aarssen, Karin; de Haan, Laurens On the maximal life span of humans. (English) Zbl 0872.62096 Math. Popul. Stud. 4, No. 4, 259-281 (1994). MSC: 62P10 91D20 PDFBibTeX XMLCite \textit{K. Aarssen} and \textit{L. de Haan}, Math. Popul. Stud. 4, No. 4, 259--281 (1994; Zbl 0872.62096) Full Text: DOI