Pages that link to "Item:Q1326312"

The following pages link to On some estimates based on sample behavior near high level excursions (Q1326312):

Displaying 10 items.

• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• On the excursion random measure of stationary processes (Q1307503) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables (Q1909952) (← links)
• Compound Poisson approximation (Q2135729) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Extreme value theory for stochastic processes (Q4844222) (← links)
• Extremes of autoregressive threshold processes (Q5320659) (← links)
• Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)