Pages that link to "Item:Q1660307"

The following pages link to Representations of \(\max\)-stable processes via exponential tilting (Q1660307):

Displayed 19 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)
• The harmonic mean formula for random processes (Q6046013) ‎ (← links)
• On Berman functions (Q6204675) ‎ (← links)