16 citations · 17 across the 2 of their papers we have counts for
2 papers
math.PR2016★ 1 cited
Point processes in a metric space
Yuwei Zhao
As a useful and elegant tool of extreme value theory, the study of point processes on a metric space is important and necessary for the analyses of heavy-tailed functional data. Th…
math.ST2014★ 16 cited
A Fourier analysis of extreme events
Thomas Mikosch, Yuwei Zhao
The extremogram is an asymptotic correlogram for extreme events constructed from a regularly varying stationary sequence. In this paper, we define a frequency domain analog of the…