Impressum | |
18 | Statistics of Extreme Risks |
18.1 | Limit Behavior of Maxima |
18.2 | Statistics of Extreme Events |
18.2.1 | The POT (peaks-over-threshold) Method |
18.2.2 | The Hill Estimator |
18.3 | Estimators for Risk Measurements |
18.4 | Extreme Value Theory for Time Series |
18.5 | Recommended Literature |