Extending the Hawkes process, a general outlier test, & case studies in extreme risk
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Author
Date
2016Type
- Doctoral Thesis
ETH Bibliography
yes
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https://doi.org/10.3929/ethz-a-010646626Publication status
publishedExternal links
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Publisher
ETH ZürichSubject
EXTREME VALUE STATISTICS (MATHEMATICAL STATISTICS); POINT RANDOM PROCESSES (PROBABILITY THEORY); PUNKT-ZUFALLSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); OUTLIERS (PROBABILITY THEORY); RENEWAL PROCESSES (PROBABILITY THEORY); AUSREISSER (WAHRSCHEINLICHKEITSRECHNUNG); STATISTIK VON PUNKTPROZESSEN (MATHEMATISCHE STATISTIK); EXTREMWERTSTATISTIK (MATHEMATISCHE STATISTIK); ERNEUERUNGSPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); STATISTICS OF POINT PROCESSES (MATHEMATICAL STATISTICS)Organisational unit
02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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ETH Bibliography
yes
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