Pages that link to "Item:Q1054063"
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The following pages link to Extremes and related properties of random sequences and processes (Q1054063):
Displayed 50 items.
- Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model (Q549640) (← links)
- Sources of uncertainty in the extreme value statistics of climate data (Q549646) (← links)
- Extremes of the standardized Gaussian noise (Q550150) (← links)
- On selecting the best of k lognormal distributions (Q582750) (← links)
- Probabilistic models for stochastic elliptic partial differential equations (Q602939) (← links)
- Statistics of the maximum for the tent map (Q603487) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (Q604378) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- A note on almost sure central limit theorem in the joint version for the maxima and sums (Q607944) (← links)
- Rates of convergence of extremes for mixed exponential distributions (Q609082) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences (Q609998) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Return level bounds for discrete and continuous random variables (Q619125) (← links)
- Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) (Q619518) (← links)
- On solutions of stochastic differential equations with parameters modeled by random sets (Q622276) (← links)
- Extreme value laws in dynamical systems for non-smooth observations (Q625531) (← links)
- Extremes of Shepp statistics for Gaussian random walk (Q626270) (← links)
- An extension of almost sure central limit theorem for order statistics (Q626289) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Repeat sampling of extreme observations: regression to the mean revisited (Q626296) (← links)
- Accounting for uncertainty in extremal dependence modeling using Bayesian model averaging techniques (Q629113) (← links)
- Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences (Q634858) (← links)
- Renorming divergent perpetuities (Q638760) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences (Q650745) (← links)
- Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences (Q651538) (← links)
- Spatial modeling of extreme snow depth (Q652338) (← links)
- A note on the Berman condition (Q654424) (← links)
- Numerical convergence of the block-maxima approach to the generalized extreme value distribution (Q658475) (← links)
- Extremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tails (Q664570) (← links)
- On exceedances of high levels (Q665441) (← links)
- A note on domains of attraction of the limit laws of intermediate order statistics under power normalization (Q670103) (← links)
- On average complexity of global optimization problems (Q687095) (← links)
- A formula for the tail probability of a multivariate normal distribution and its applications (Q700147) (← links)
- Extending statistics of extremes to distributions varying in position and scale and the implications for race models (Q701130) (← links)
- Limit theorems for intermediate and central order statistics under nonlinear normalization (Q710818) (← links)
- Multidimensional outlier-proneness of dependent data and the extremal index (Q713812) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Certain bivariate distributions and random processes connected with maxima and minima (Q726127) (← links)
- A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities (Q729583) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)