Pages that link to "Item:Q2010476"

The following pages link to The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476):

Displayed 12 items.

• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) ‎ (← links)
• Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) ‎ (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) ‎ (← links)
• Empirical process theory for locally stationary processes (Q2073222) ‎ (← links)
• The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) ‎ (← 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)
• Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) ‎ (← links)
• Cluster based inference for extremes of time series (Q2239252) ‎ (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) ‎ (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) ‎ (← links)
• On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) ‎ (← links)