Pages that link to "Item:Q1105274"
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The following pages link to Extremal theory for stochastic processes (Q1105274):
Displayed 9 items.
- Weakly nonlinear statistics of high random waves (Q3554860) (← links)
- Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing (Q4576961) (← links)
- On the Asymptotic Distribution of the Least-Squares Estimators in Unidentifiable Models (Q4823742) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines* (Q5310696) (← links)
- A cluster-limit theorem for infinitely divisible point processes (Q5402575) (← links)
- A Detrended Range Unit Root (DRUR) Test (Q5418871) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Heavy-Tailed Branching Process with Immigration (Q5745540) (← links)