Pages that link to "Item:Q1822865"

The following pages link to Extreme value theory for multivariate stationary sequences (Q1822865):

Displaying 26 items.

• Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
• Clustering of Markov chain exceedances (Q373538) (← links)
• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Dependence between two multivariate extremes (Q633053) (← links)
• Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
• New estimators of the Pickands dependence function and a test for extreme-value dependence (Q651018) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
• Rank-based inference for bivariate extreme-value copulas (Q834370) (← links)
• Multivariate extreme values in stationary random sequences (Q916246) (← links)
• Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
• Extremes of space-time Gaussian processes (Q1041058) (← links)
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
• Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• Measuring the extremal dependence (Q2483876) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• On the maximum of a bivariate INMA model with integer innovations (Q2684919) (← links)
• Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
• Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
• On the Multivariate Upcrossings Index (Q5419367) (← links)
• Asymptotic dependence of bivariate maxima (Q5866066) (← links)
• Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
• Predicting extreme surges from sparse data using a copula-based hierarchical Bayesian spatial model (Q6626159) (← links)