Pages that link to "Item:Q1634191"

The following pages link to Tail measure and spectral tail process of regularly varying time series (Q1634191):

Displaying 17 items.

• Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
• Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
• On extremal index of max-stable random fields (Q2044290) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
• Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• Choquet random sup-measures with aggregations (Q2121640) (← links)
• The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
• Regularly varying random fields (Q2182640) (← links)
• Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
• Palm theory for extremes of stationary regularly varying time series and random fields (Q2688190) (← links)
• One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
• On the continuity of Pickands constants (Q5067218) (← links)
• Tail processes and tail measures: an approach via Palm calculus (Q6144815) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)