Pages that link to "Item:Q1952012"
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The following pages link to A sliding blocks estimator for the extremal index (Q1952012):
Displaying 26 items.
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- 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)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- Tail inference using extreme U-statistics (Q6158215) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
- Threshold selection for extremal index estimation (Q6611222) (← links)
