Pages that link to "Item:Q1252669"
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The following pages link to Extremes of moving averages of stable processes (Q1252669):
Displayed 33 items.
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Time-changed extremal process as a random sup measure (Q726725) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Extreme value theory for suprema of random variables with regularly varying tail probabilities (Q1079865) (← links)
- On stochastic integral representation of stable processes with sample paths in Banach spaces (Q1084754) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- On the characterization of certain point processes (Q1103267) (← links)
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
- Spectral representations of infinitely divisible processes (Q1112451) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- Extremes of totally skewed stable motion (Q1209697) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law (Q1307507) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Limit theorems for stable processes with application to spectral density estimation (Q1890713) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Extremes of the stochastic heat equation with additive Lévy noise (Q2082655) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure (Q2145769) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (Q2515510) (← links)
- Detection of patterns in noisy time series (Q2747873) (← links)
- Extremes and local dependence in stationary sequences (Q4743504) (← links)
- Darling--Erd\H{o}s theorem for L\'evy processes at zero (Q5126322) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)