Pages that link to "Item:Q1105274"
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The following pages link to Extremal theory for stochastic processes (Q1105274):
Displayed 50 items.
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- On limiting cluster size distributions for processes of exceedances for stationary sequences (Q613169) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- A note on the Berman condition (Q654424) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Rates of convergence in certain limit theorem for extreme values (Q1043928) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- Stochastic programming with random processes (Q1178433) (← links)
- Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185) (← links)
- A conditional limit law result on the location of the maximum of Brownian motion (Q1185545) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
- Stationary self-similar extremal processes (Q1263870) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- The combinatorics and extreme value statistics of protein threading (Q1306747) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Estimating parameters of an extreme value distribution by the method of moments (Q1333101) (← links)
- On the continuation of the limit distributions of the extreme and central terms of a sample (Q1382946) (← links)
- Extreme value distributions in chaotic dynamics. (Q1593260) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Compound Poisson approximation for Markov chains using Stein's method (Q1807200) (← links)
- Strong memoryless times and rare events in Markov renewal point processes. (Q1889787) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Limit theorems for extremes of strongly dependent cyclo-stationary \(\chi \)-processes (Q2375846) (← links)
- The compound Poisson limit ruling periodic extreme behaviour of non-uniformly hyperbolic dynamics (Q2375935) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
- Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- EXTREME VALUE STATISTICS FOR DETERMINISTIC DYNAMICAL SYSTEMS (Q2843665) (← links)
- The convex hull of a dependent vector-valued process (Q3135440) (← links)
- Records Properties of Non Stationary Time Series (Q3391876) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
- Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests (Q3424300) (← links)