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Generalized Pareto distributions as solutions to the Kolmogorov forward equation

Mario Lefebvre

Presentation (2004)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/42637/
Conference Title: 3rd International Symposium on Extreme Value Analysis: Theory and Practice
Conference Location: Aveiro, Portugal
Conference Date(s): 2004-07-01 - 2004-07-31
Date Deposited: 18 Apr 2023 15:19
Last Modified: 25 Sep 2024 16:28
Cite in APA 7: Lefebvre, M. (2004, July). Generalized Pareto distributions as solutions to the Kolmogorov forward equation [Presentation]. In 3rd International Symposium on Extreme Value Analysis: Theory and Practice, Aveiro, Portugal.

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