Pages that link to "Item:Q4743504"
From MaRDI portal
The following pages link to Extremes and local dependence in stationary sequences (Q4743504):
Displayed 50 items.
- 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)
- Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments (Q2515510) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- Clustering of upcrossings of high values (Q2655060) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays (Q2679227) (← links)
- The dependence of extreme values of discrete and continuous time strongly dependent Gaussian processes (Q2875256) (← links)
- Rare events, exponential hitting times and extremal indices via spectral perturbation† (Q2904317) (← links)
- Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
- Nonparametric Analysis of Extremes on Web Graphs: PageRank Versus Max-Linear Model (Q3305437) (← links)
- Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Uniform AR(1) Processes and Maxima on Partial Samples (Q3462383) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272) (← links)
- Statistics of extremes in climatology (Q3821449) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- US stock returns: are there seasons of excesses? (Q4554515) (← links)
- Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities (Q4916436) (← links)
- Statistical Clustering of a Random Network by Extremal Properties (Q5005560) (← links)
- Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
- (Q5069589) (← links)
- Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution (Q5141875) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)