Subsampling weakly dependent time series and application to extremes (Q1761535): Difference between revisions

@@ Property / OpenAlex ID @@
+W2062114054
@@ Property / OpenAlex ID: W2062114054 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.0805
@@ Property / arXiv ID: 1009.0805 / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme value theory for a class of discrete distributions with applications to some stochastic processes
+Normal rank
@@ Property / cites work @@
+Non-strong mixing autoregressive processes
@@ Property / cites work: Non-strong mixing autoregressive processes / rank @@
+Normal rank
@@ Property / cites work @@
+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
+Normal rank
@@ Property / cites work @@
+Subsampling the distribution of diverging statistics with applications to finance
+Normal rank
@@ Property / cites work @@
+Q4352611
@@ Property / cites work: Q4352611 / rank @@
+Normal rank
@@ Property / cites work @@
+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
+Normal rank
@@ Property / cites work @@
+A limit theorem for the maximum of autoregressive processes with uniform marginal distributions
+Normal rank
@@ Property / cites work @@
+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Mixing: Properties and examples
@@ Property / cites work: Mixing: Properties and examples / rank @@
+Normal rank
@@ Property / cites work @@
+A simple integer-valued bilinear time series model
+Normal rank
@@ Property / cites work @@
+A new weak dependence condition and applications to moment inequalities
+Normal rank
@@ Property / cites work @@
+Weak dependence, models and some applications
@@ Property / cites work: Weak dependence, models and some applications / rank @@
+Normal rank
@@ Property / cites work @@
+A LARCH(∞) Vector Valued Process
@@ Property / cites work: A LARCH(∞) Vector Valued Process / rank @@
+Normal rank
@@ Property / cites work @@
+Q5420975
@@ Property / cites work: Q5420975 / rank @@
+Normal rank
@@ Property / cites work @@
+Weakly dependent chains with infinite memory
@@ Property / cites work: Weakly dependent chains with infinite memory / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes of integer-valued moving average sequences
+Normal rank
@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
+Normal rank
@@ Property / cites work @@
+On extreme values in stationary sequences
@@ Property / cites work: On extreme values in stationary sequences / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes and related properties of random sequences and processes
+Normal rank
@@ Property / cites work @@
+On optimal spatial subsample size for variance estimation
+Normal rank
@@ Property / cites work @@
+Extreme values for stationary and Markov sequences
+Normal rank
@@ Property / cites work @@
+Large sample confidence regions based on subsamples under minimal assumptions
+Normal rank
@@ Property / cites work @@
+A sliding blocks estimator for the extremal index
@@ Property / cites work: A sliding blocks estimator for the extremal index / rank @@
+Normal rank