Limit theorems for empirical processes of cluster functionals (Q988001): Difference between revisions

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+.0343
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+Models for the extremes of Markov chains
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+Q5485944
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+Weighted approximations of tail processes for \(\beta\)-mixing random variables.
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+Extreme quantile estimation for dependent data, with applications to finance
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+Uniform Central Limit Theorems
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+Weak convergence of partial sums of absolutely regular sequences
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+Poisson and Gaussian approximation of weighted local empirical processes
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+On uniform convergence of measures
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+Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
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+The \(L_1\)-norm density estimator process
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+Conditions for sample-continuity and the central limit theorem
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+On high level exceedance modeling and tail inference
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+Extreme value theory for stochastic processes
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+Weak convergence of the tail empirical process for dependent sequences
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+On the distribution of tail array sums for strongly mixing stationary sequences
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+Functionals of clusters of extremes
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+Modelling dependence uncertainty in the extremes of Markov chain
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+Weak convergence and empirical processes. With applications to statistics
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+Two estimators of the mean of a counting process with panel count data.
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+Two likelihood-based semiparametric estimation methods for panel count data with covariates
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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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