One- versus multi-component regular variation and extremes of Markov trees (Q5005037): Difference between revisions

@@ Property / DOI @@
-.1017/apr.2020.22
@@ Property / DOI: 10.1017/apr.2020.22 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3087838215
@@ Property / OpenAlex ID: W3087838215 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.02226
@@ Property / arXiv ID: 1902.02226 / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes on river networks
@@ Property / cites work: Extremes on river networks / rank @@
+Normal rank
@@ Property / cites work @@
+Regularly varying multivariate time series
@@ Property / cites work: Regularly varying multivariate time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+A sufficiency property arising from the characterization of extremes of Markov chains
+Normal rank
@@ Property / cites work @@
+Q4272657
@@ Property / cites work: Q4272657 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditioning on an extreme component: model consistency with regular variation on cones
+Normal rank
@@ Property / cites work @@
+Tail measure and spectral tail process of regularly varying time series
+Normal rank
@@ Property / cites work @@
+Functional regular variations, Pareto processes and peaks over threshold
+Normal rank
@@ Property / cites work @@
+A continuous updating weighted least squares estimator of tail dependence in high dimensions
+Normal rank
@@ Property / cites work @@
+The generalized Pareto process; with a view towards application and simulation
+Normal rank
@@ Property / cites work @@
+Structure de dépendance des lois de valeurs extrêmes bivariées
+Normal rank
@@ Property / cites work @@
+Max-linear models on directed acyclic graphs
@@ Property / cites work: Max-linear models on directed acyclic graphs / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of multivariate extreme-value copulas
+Normal rank
@@ Property / cites work @@
+Limit laws for random vectors with an extreme component
+Normal rank
@@ Property / cites work @@
+One-component regular variation and graphical modeling of extremes
+Normal rank
@@ Property / cites work @@
+Regular variation for measures on metric spaces
@@ Property / cites work: Regular variation for measures on metric spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Maxima of normal random vectors: Between independence and complete dependence
+Normal rank
@@ Property / cites work @@
+Spectral tail processes and max-stable approximations of multivariate regularly varying time series
+Normal rank
@@ Property / cites work @@
+Markov tail chains
@@ Property / cites work: Markov tail chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382293
@@ Property / cites work: Q4382293 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate extreme value copulas with factor and tree dependence structures
+Normal rank
@@ Property / cites work @@
+Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
+Normal rank
@@ Property / cites work @@
+Extremal behaviour of stationary Markov chains with applications
+Normal rank
@@ Property / cites work @@
+The tail process revisited
@@ Property / cites work: The tail process revisited / rank @@
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ Property / cites work @@
+Transition kernels and the conditional extreme value model
+Normal rank
@@ Property / cites work @@
+Multivariate generalized Pareto distributions: parametrizations, representations, and properties
+Normal rank
@@ Property / cites work @@
+Polar decomposition of regularly varying time series in star-shaped metric spaces
+Normal rank
@@ Property / cites work @@
+The extremal index for a Markov chain
@@ Property / cites work: The extremal index for a Markov chain / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chain models for threshold exceedances
@@ Property / cites work: Markov chain models for threshold exceedances / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Graphical Models, Exponential Families, and Variational Inference
+Normal rank
@@ Property / DOI @@
+.1017/APR.2020.22
@@ Property / DOI: 10.1017/APR.2020.22 / rank @@
+Normal rank