Pages that link to "Item:Q1110898"

The following pages link to Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898):

Displaying 31 items.

• Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
• Extremes of aggregated Dirichlet risks (Q476250) (← links)
• The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
• Asymptotic expansion of Gaussian chaos via probabilistic approach (Q497481) (← links)
• Estimation for first-order autoregressive processes with positive or bounded innovations (Q583792) (← links)
• Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
• High-level dependence in time series models (Q650680) (← links)
• Exact tail asymptotics in bivariate scale mixture models (Q906633) (← links)
• Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
• Extreme value theory for a class of nonstationary time series with applications (Q1364401) (← links)
• Precise large deviations for dependent subexponential variables (Q2040065) (← links)
• On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
• Extremes and products of multivariate AC-product risks (Q2442532) (← links)
• Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
• Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
• Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
• Extreme value theory for moving average processes with light-tailed innovations (Q2565927) (← links)
• Asymptotic results on marginal expected shortfalls for dependent risks (Q2670113) (← links)
• Limit Laws for Maxima of Contracted Stationary Gaussian Sequences (Q2797843) (← 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)
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
• Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks (Q4981883) (← links)
• Extremes of autoregressive threshold processes (Q5320659) (← links)
• The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578) (← links)
• Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
• Limit Theorems for Moving Averages with Random Coefficients and Heavy-Tailed Noise (Q5489003) (← links)
• Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)
• Heavy-Tailed Branching Process with Immigration (Q5745540) (← links)