Pages that link to "Item:Q1298703"

The following pages link to On blocks and runs estimators of the extremal index (Q1298703):

Displaying 27 items.

• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Likelihood estimation of the extremal index (Q111096) (← links)
• Estimating the upcrossings index (Q384754) (← links)
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• New estimators for the extremal index and other cluster characteristics (Q1880890) (← links)
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
• A sliding blocks estimator for the extremal index (Q1952012) (← links)
• Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
• Regularly varying random fields (Q2182640) (← links)
• Risk forecasting in the context of time series (Q2304433) (← links)
• Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
• Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
• Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
• Estimation for heavy tailed moving average process (Q4568272) (← links)
• Inference for Clusters of Extreme Values (Q4665873) (← links)
• Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
• Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
• Clustering of extreme values: estimation and application (Q6549698) (← links)
• On maxima of stationary delay in the \({M/G/2}\) systems (Q6572945) (← links)
• Threshold selection for extremal index estimation (Q6611222) (← links)