Pages that link to "Item:Q1872492"

The following pages link to Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492):

Displaying 48 items.

• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Change point test for tail index for dependent data (Q649099) (← links)
• Generalized Pickands estimators for the extreme value index (Q707049) (← links)
• Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
• Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
• An extreme value analysis of the last century crises across industries in the U.S. economy (Q1655601) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• Interval estimation of the tail index of a GARCH(1,1) model (Q1936534) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Asymptotic analysis of portfolio diversification (Q2172054) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• Risk forecasting in the context of time series (Q2304433) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
• Measuring and comparing risks of different types (Q2670105) (← links)
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
• On tail index estimation based on multivariate data (Q2811273) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• Estimation of the distortion risk premium for heavy-tailed losses under serial dependence (Q4561218) (← links)
• Estimation for heavy tailed moving average process (Q4568272) (← links)
• Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
• On a Minimum Distance Procedure for Threshold Selection in Tail Analysis (Q5027018) (← links)
• CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
• Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
• Causality in extremes of time series (Q6151143) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
• Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
• Extreme value inference for heterogeneous power law data (Q6177326) (← links)
• Statistics for heteroscedastic time series extremes (Q6178550) (← links)
• Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
• Testing the Multivariate Regular Variation Model (Q6617812) (← links)
• Too Connected to Fail? Inferring Network Ties From Price Co-Movements (Q6634841) (← links)