Pages that link to "Item:Q1880890"

The following pages link to New estimators for the extremal index and other cluster characteristics (Q1880890):

Displayed 15 items.

• Estimation of the extremal index using censored distributions (Q83310) ‎ (← links)
• An efficient semiparametric maxima estimator of the extremal index (Q111088) ‎ (← links)
• Likelihood estimation of the extremal index (Q111096) ‎ (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) ‎ (← links)
• High-level dependence in time series models (Q650680) ‎ (← links)
• Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) ‎ (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) ‎ (← links)
• Estimating the extremal index through local dependence (Q1650108) ‎ (← links)
• Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) ‎ (← links)
• A sliding blocks estimator for the extremal index (Q1952012) ‎ (← links)
• Multiple thresholds in extremal parameter estimation (Q2311600) ‎ (← links)
• Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) ‎ (← links)
• Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) ‎ (← links)
• Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) ‎ (← links)
• Extremal index blocks estimator: the threshold and the block size choice (Q5861451) ‎ (← links)