Pages that link to "Item:Q1622510"
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The following pages link to Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510):
Displaying 6 items.
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Measuring and comparing risks of different types (Q2670105) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
