Functionals of clusters of extremes (Q4454111): Difference between revisions

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+W1968909176
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+Models for the extremes of Markov chains
@@ Property / cites work: Models for the extremes of Markov chains / rank @@
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+A spectral representation for max-stable processes
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+Stationary min-stable stochastic processes
@@ Property / cites work: Stationary min-stable stochastic processes / rank @@
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+Extremes and local dependence in stationary sequences
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+On a basis for ''peaks over threshold'' modeling
@@ Property / cites work: On a basis for ''peaks over threshold'' modeling / rank @@
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+Q4363950
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+Diagnostics for Dependence within Time Series Extremes
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+Domains of attraction of multivariate extreme value distributions
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+Extreme values for stationary and Markov sequences
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+Extremal behaviour of stationary Markov chains with applications
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+Statistical inference using extreme order statistics
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+On the distribution of tail array sums for strongly mixing stationary sequences
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+The extremal index for a Markov chain
@@ Property / cites work: The extremal index for a Markov chain / rank @@
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+Q4298923
@@ Property / cites work: Q4298923 / rank @@
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+Markov chain models for threshold exceedances
@@ Property / cites work: Markov chain models for threshold exceedances / rank @@
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+The extremal index of a higher-order stationary Markov chain
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+The distributions of cluster functionals of extreme events in a <i>d</i>th-order Markov chain
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