Pages that link to "Item:Q1746555"

The following pages link to Inference for heavy tailed stationary time series based on sliding blocks (Q1746555):

Displaying 8 items.

• 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)
• Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution (Q2102980) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Tail inference using extreme U-statistics (Q6158215) (← links)
• On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)