Pages that link to "Item:Q5681340"
From MaRDI portal
The following pages link to On extreme values in stationary sequences (Q5681340):
Displayed 45 items.
- On the maxima of partial samples of random sequences with a pseudo-stationary trend (Q1694667) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Multilevel clustering of extremes. (Q1766039) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- On limit reliability functions of large multi-state systems with ageing components (Q1855006) (← links)
- Extremes of a random number of variables from periodic sequences (Q1890872) (← links)
- Extreme values of linear processes with heavy-tailed innovations and missing observations (Q2027088) (← links)
- Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis (Q2028591) (← links)
- Extremal behaviour of a periodically controlled sequence with imputed values (Q2062422) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations (Q2121086) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- The stopped clock model (Q2148721) (← links)
- Speed of convergence for laws of rare events and escape rates (Q2258838) (← links)
- Extremes for transient random walks in random sceneries under weak independence conditions (Q2288807) (← links)
- Limit theorem for the Robin Hood game (Q2322565) (← links)
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics (Q2375935) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- Clustering of upcrossings of high values (Q2655060) (← links)
- A Fréchet law and an Erdős–Philipp law for maximal cuspidal windings (Q2842224) (← links)
- (Q2893932) (← links)
- Rare events, exponential hitting times and extremal indices via spectral perturbation† (Q2904317) (← links)
- Laws of rare events for deterministic and random dynamical systems (Q2944933) (← links)
- Limit distribution of the last exit time for stationary random sequences (Q3051159) (← links)
- Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
- Extremal dichotomy for uniformly hyperbolic systems (Q3462333) (← links)
- Uniform AR(1) Processes and Maxima on Partial Samples (Q3462383) (← links)
- Extreme value theory for continuous parameter stationary processes (Q3917239) (← links)
- Limit laws for the maximum and minimum of stationary sequences (Q3933701) (← links)
- Asymptotic approximation of crossing probabilities of random sequences (Q3957714) (← links)
- Weak convergence of high level exceedances by a stationary sequence (Q4107691) (← links)
- A class of dependent random variables and their maxima (Q4157336) (← links)
- The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables (Q4187066) (← links)
- Almost sure relative stability of the maximum of a stationary sequence (Q4467508) (← links)
- Extremes and local dependence in stationary sequences (Q4743504) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Maxima of linear processes with heavy‐tailed innovations and random coefficients (Q5063324) (← links)
- Extreme value theory for triangular arrays of dependent random variables (Q5150143) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- The upcrossings index and the extremal index (Q5441513) (← links)
- Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences (Q5936981) (← links)
- Limit distribution for point processes of high local maxima (Q5945256) (← links)
- Mixed-frequency extreme value regression: estimating the effect of mesoscale convective systems on extreme rainfall intensity (Q6161881) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)