Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029): Difference between revisions

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-Richard A. Davis
@@ Property / author: Richard A. Davis / rank @@
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+W2052450848
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+Regularly varying multivariate time series
@@ Property / cites work: Regularly varying multivariate time series / rank @@
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@@ Property / cites work @@
+Point process convergence of stochastic volatility processes with application to sample autocorrelation
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@@ Property / cites work @@
+The extremogram: a correlogram for extreme events
@@ Property / cites work: The extremogram: a correlogram for extreme events / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic Properties of Stochastic Volatility Models
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+Extreme Value Theory for GARCH Processes
@@ Property / cites work: Extreme Value Theory for GARCH Processes / rank @@
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@@ Property / cites work @@
+Extremes of Stochastic Volatility Models
@@ Property / cites work: Extremes of Stochastic Volatility Models / rank @@
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+Towards estimating extremal serial dependence via the bootstrapped extremogram
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@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
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@@ Property / cites work @@
+Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+The Stationary Bootstrap
@@ Property / cites work: The Stationary Bootstrap / rank @@
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@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
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@@ Property / cites work @@
+About the Lindeberg method for strongly mixing sequences
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@@ links / mardi / name / links / mardi / name @@
+Publication:528029