We study non-stationary random length sequences of random variables with regularly
varying tails. Tail and extremal indexes of their maxima and linear combinations are found …

We propose a new threshold selection method for nonparametric estimation of the extremal
index of stochastic processes. The discrepancy method was proposed as a data-driven …

В двух частях представлены накопленные в последние несколько лет в
Гидрометцентре России оценки наукастинга областей осадков значительной площади …

In this paper, we investigate temporal clusters of extremes defined as subsequent
exceedances of high thresholds in a stationary time series. Two meaningful features of these …

The classic extremal index θ is an important parameter of asymptotic behavior of maxima of
stationary random sequences. For applications, however, it is interesting to investigatemore …

We investigate clusters of extremes defined as subsequent exceedances of high thresholds
in a Lindley process. The latter is usually used to model the waiting time or the length of a …

This book contains four chapters. Chapters 1 and 2 give an overview of basic results related
to regularly varying functions and extreme value theory, and provide more examples …

The development of probabilistic extreme value theory started with papers by Fisher and
Tippett 1928, von Mises 1936 and Gnedenko 1943. Fisher and Tippet obtained three …

A simple strategy is proposed to model total accumulation in non-overlapping clusters of
extreme values from a stationary series of daily precipitation. Assuming that each cluster …

Дается краткое введение, обзор результатов и области применения теории
экстремальных величин, сравнительно нового и быстро развивающегося раздела …