Pages that link to "Item:Q1660307"
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The following pages link to Representations of \(\max\)-stable processes via exponential tilting (Q1660307):
Displaying 18 items.
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- The tail process revisited (Q1633433) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- Domination of sample maxima and related extremal dependence measures (Q1648682) (← links)
- Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
- Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
- Estimation of change-point models (Q2671953) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Fatou's Lemma for Weakly Converging Measures under the Uniform Integrability Condition (Q5216294) (← links)
- On Berman functions (Q6204675) (← links)
