Pages that link to "Item:Q1296609"

The following pages link to On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609):

Displaying 24 items.

• Editorial: Special issue on time series extremes (Q508716) (← links)
• The extremogram: a correlogram for extreme events (Q605880) (← links)
• Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality (Q850758) (← links)
• Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
• Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
• On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
• Moving-maximum models for extrema of time series (Q1600711) (← links)
• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
• On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
• (Q2893932) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Functionals of clusters of extremes (Q4454111) (← links)
• Test for the existence of finite moments via bootstrap (Q4634442) (← links)
• Consistent GMM Residuals-Based Tests of Functional Form (Q5080550) (← links)