Some contributions in probability and statistics of extremes.Report as inadecuate




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1 MAP5 - MAP5 - Mathématiques Appliquées à Paris 5 2 SAMOS - Statistique Appliquée et MOdélisation Stochastique 3 MATISSE - Modélisation Appliquée, Trajectoires Institutionnelles et Stratégies Socio-Économiques

Abstract : Part I - Level crossings and other level functionals.Part II - Some contributions in statistics of extremes and in statistical mechanics.

Keywords : 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





Author: Marie Kratz -

Source: https://hal.archives-ouvertes.fr/



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