144 citations · 524 across the 36 of their papers we have counts for
1 paper · 2 filters
Ragnhild C. Noven, Almut E. D. Veraart, Axel Gandy
This paper presents a new model for characterising temporal dependence in exceedances above a threshold. The model is based on the class of trawl processes, which are stationary, i…