Pages that link to "Item:Q2249585"

The following pages link to The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585):

Displaying 16 items.

• Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
• On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration (Q831317) (← links)
• An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
• The tail process revisited (Q1633433) (← links)
• Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
• Stable limits for Markov chains via the principle of conditioning (Q1986005) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← 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)
• Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
• Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)