Testing for changes in the tail behavior of Brown–Resnick Pareto processes - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2022

Testing for changes in the tail behavior of Brown–Resnick Pareto processes

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hal-04854601 , version 1 (23-12-2024)

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Christian Y. Robert. Testing for changes in the tail behavior of Brown–Resnick Pareto processes. Stochastic Processes and their Applications, 2022, 144, pp.312-368. ⟨10.1016/j.spa.2021.11.009⟩. ⟨hal-04854601⟩
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