engleski

Extremal properties for weakly dependent sequences and arrays

Dissertation presents new and original theoretical results about weakly dependent observations from regularly varying distributions collected over time and space. Besides, the candidate indicates possible statistical applications of these results. To obtain her results, the candidate relies on a wide range of probabilistic techniques and some very recent results in the literature. The novelty of the results lies in two aspects: first, in the space in which the point processes live, and second, in the extension from sequences to two- dimensional arrays of random variables.

Extreme value theory ; point process ; regular variation

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