Extreme value theory for a class of nonstationary time series with applications (Q1364401): Difference between revisions

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+Weak convergence results for extremal processes generated by dependent random variables
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+Extreme value theory for processes with periodic variances
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+M-estimation for autoregression with infinite variance
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+Limit theory for moving averages of random variables with regularly varying tail probabilities
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+Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
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+Extremes of moving averages of random variables with finite endpoint
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+On the characterization of certain point processes
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+On the exceedance point process for a stationary sequence
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+Q3333815
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+RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS
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+On extreme values in stationary sequences
@@ Property / cites work: On extreme values in stationary sequences / rank @@
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+Limit theorems for strongly mixing stationary random measures
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+Sur les mesures de Palm de deux processus ponctuels stationnaires
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+Nonlinear Additive Models for Environmental Time Series, With Applications to Ground-Level Ozone Data Analysis
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+Point processes, regular variation and weak convergence
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+Q3771297
@@ Property / cites work: Q3771297 / rank @@
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+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
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+.1214/AOAP/1034625342
@@ Property / DOI: 10.1214/AOAP/1034625342 / rank @@
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+Publication:1364401