Pages that link to "Item:Q111088"

The following pages link to An efficient semiparametric maxima estimator of the extremal index (Q111088):

Displaying 15 items.

• exdex (Q79191) (← links)
• Estimation of the extremal index using censored distributions (Q83310) (← links)
• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← 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)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Some variations on the extremal index (Q6174430) (← links)
• Statistics for heteroscedastic time series extremes (Q6178550) (← links)