New extreme value theory for maxima of maxima (Q5880089): Difference between revisions

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+https://doi.org/10.1080/24754269.2020.1846115
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+W3113807450
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+Statistics of Extremes
@@ Property / cites work: Statistics of Extremes / rank @@
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+On the maximum likelihood estimator for the generalized extreme-value distribution
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+Q4833241
@@ Property / cites work: Q4833241 / rank @@
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+An introduction to statistical modeling of extreme values
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+Estimation of Tail Risk Based on Extreme Expectiles
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+Extreme Value Modeling and Risk Analysis
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+Extreme Value Theory as a Risk Management Tool
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+Extreme Values in Finance, Telecommunications, and the Environment
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+Asymptotically (in)dependent multivariate maxima of moving maxima process
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+An extended sparse max-linear moving model with application to high-frequency financial data
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+Extreme Values in Uniformly Mixing Stationary Stochastic Processes
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+An extension of max autoregressive models
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+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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+Maximum likelihood estimation in a class of nonregular cases
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+Sparse moving maxima models for tail dependence in multivariate financial time series
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+Analysis of Financial Time Series
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+Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
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+On the estimation and application of max-stable processes
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+Copula structured M4 processes with application to high-frequency financial data
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+Semiparametric Dynamic Max-Copula Model for Multivariate Time Series
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+Modeling maxima with autoregressive conditional Fréchet model
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+Publication:5880089