Pages that link to "Item:Q4743504"
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The following pages link to Extremes and local dependence in stationary sequences (Q4743504):
Displayed 50 items.
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- Computer experiments for the analysis of extreme-value phenomena (Q1095632) (← links)
- High level exceedances in stationary sequences with extremal index (Q1110897) (← links)
- Limit theorems for strongly mixing stationary random measures (Q1174263) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- On a loss of memory property of the maximum (Q1263873) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- The asymptotic locations of the maximum and minimum of stationary sequences (Q1611776) (← links)
- Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
- Quenched phantom distribution functions for Markov chains (Q1640930) (← links)
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Extreme values of the uniform order 1 autoregressive processes and missing observations (Q1692084) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- The extremal index of sub-sampled processes (Q1878839) (← links)
- Extremes and clustering of nonstationary max-AR(1) sequences (Q1890734) (← links)
- Stochastic analysis of the fracture of solids with microcracks (Q1898022) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
- Directional phantom distribution functions for stationary random fields (Q2040049) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Regularly varying random fields (Q2182640) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- Extremes for transient random walks in random sceneries under weak independence conditions (Q2288807) (← links)
- Managing local dependencies in asymptotic theory for maxima of stationary random fields (Q2311599) (← links)
- Estimating high quantiles based on dependent circular data (Q2314466) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics (Q2375935) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Extreme value laws in dynamical systems under physical observables (Q2428002) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)