Pages that link to "Item:Q1002158"

The following pages link to Inference for the limiting cluster size distribution of extreme values (Q1002158):

Displaying 20 items.

• An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Estimating the upcrossings index (Q384754) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
• Clusters of extremes: modeling and examples (Q1692076) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← 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)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Compound Poisson approximation (Q2135729) (← links)
• Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
• Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Some variations on the extremal index (Q6174430) (← links)