Pages that link to "Item:Q1066546"
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The following pages link to Multivariate extreme value distributions for stationary Gaussian sequences (Q1066546):
Displaying 7 items.
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- Limit results for maxima in non-stationary multivariate Gaussian sequences (Q1105266) (← links)
- Practical aspects of false alarm control for change point detection: beyond average run length (Q1739359) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- AN ALMOST SURE LIMIT THEOREM FOR THE MAXIMA OF MULTIVARIATE STATIONARY GAUSSIAN SEQUENCES (Q3395318) (← links)
