Pages that link to "Item:Q1083109"
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The following pages link to Extreme value theory for moving average processes (Q1083109):
Displayed 29 items.
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
- On the characterization of certain point processes (Q1103267) (← links)
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law (Q1307507) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Limit laws for maxima of a stationary random sequence with random sample size (Q1944370) (← links)
- Extremal theory for spectrum of random discrete Schrödinger operator. III. Localization properties (Q1949331) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Extremes of integer-valued moving average models with exponential type tails (Q2488437) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Extreme value theory for moving average processes with light-tailed innovations (Q2565927) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY (Q3647675) (← links)
- ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (Q4696579) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)