Pages that link to "Item:Q1181131"
From MaRDI portal
The following pages link to On a basis for ''peaks over threshold'' modeling (Q1181131):
Displayed 17 items.
- Modelling interoccurrence times between ozone peaks in Mexico City in the presence of multiple change points (Q468028) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- On high level exceedance modeling and tail inference (Q1890883) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (Q4355603) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- A cluster-limit theorem for infinitely divisible point processes (Q5402575) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Estimating value-at-risk: a point process approach (Q5697330) (← links)
- Some unified characterization results on generalized Pareto distributions (Q5931386) (← links)