25/05/2016, 16:00 — 17:00 — Room P4.35, Mathematics Building
Ana Ferreira, DM-IST; CEAUL & CEMAT
The Block Maxima and POT methods and, an extension of POT to integrated stochastic processes
We shall review the classical maximum domain of attraction condition underlying BM and POT, two fundamental methods in Extreme Value Theory. A theoretical comparison between the methods will be presented.
Afterwards, the maximum domain of attraction condition to spatial context will be discussed. Then a POT-type result for the integral of a stochastic process verifying the maximum domain of attraction condition will be obtained.