Estimating the multivariate extremal index function (Q1002535): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4836494 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on empirical processes of strong-mixing sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sample autocorrelations of heavy-tailed processes with applications to ARCH / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted approximations of tail processes for \(\beta\)-mixing random variables. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4410085 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating a multidimensional extreme-value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the spectral measure of an extreme value distribution. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the spectral measure of an extreme value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for Clusters of Extreme Values / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the exceedance point process for a stationary sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the limit distribution of multivariate extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the probability of a rare event / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme value theory for multivariate stationary sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dependence estimation and visualization in multivariate extremes with applications to financial data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random difference equations and renewal theory for products of random matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremes and related properties of random sequences and processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multivariate extremal index and the dependence structure of a multivariate extreme value distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring the extremal dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the multivariate extremal index / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Weak Convergence of Stochastic Processes with Multidimensional Time Parameter / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multilevel clustering of extremes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5533878 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extremal behaviour of stationary Markov chains with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extreme Value Theory for a Class of Markov Chains with Values in ℝ<sup>d</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4450667 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moving averages with random coefficients and random coefficient autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for the limiting cluster size distribution of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the tail empirical process for dependent sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence for weighted empirical processes of dependent sequences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4298923 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional central limit theorems for processes with positive drift and their inverses / rank
 
Normal rank
Property / cites work
 
Property / cites work: On blocks and runs estimators of the extremal index / rank
 
Normal rank

Latest revision as of 03:10, 29 June 2024

scientific article
Language Label Description Also known as
English
Estimating the multivariate extremal index function
scientific article

    Statements

    Estimating the multivariate extremal index function (English)
    0 references
    0 references
    0 references
    2 March 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    cluster-size distributions
    0 references
    exceedance point processes
    0 references
    extreme value theory
    0 references
    multivariate extremal index function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references