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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Some contributions in probability and statistics of extremes.

Kratz, Marie 15 November 2005 (has links) (PDF)
Part I - Level crossings and other level functionals.<br />Part II - Some contributions in statistics of extremes and in statistical mechanics.
[MATH] Mathematics
autoregressive processes
chaos decomposition
CLT
crossings
empirical process
exceedances
extremes
Gaussian fileds
Gaussian processes
heavy tails
Hermite polynomials
level curve
level functionals
linear programming
maxima
moving average processes
order statistics
parameter estimation
Poisson convergence
Poisson processes
qq-plot
random spin systems
rate of convergence
regular variation
sojourn time
spectral moment
Stein-Chen method
time series analysis

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