Pages that link to "Item:Q2266884"

The following pages link to On the estimation and application of max-stable processes (Q2266884):

Displaying 21 items.

• A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
• Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
• Exceedance probability of the integral of a stochastic process (Q764493) (← links)
• Maxima of moving maxima of continuous functions (Q907278) (← links)
• A peak-over-threshold search method for global optimization (Q1640234) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• Mark to market value at risk (Q1739653) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
• Extremal properties of M4 processes (Q2513932) (← links)
• Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
• Generalized madogram and pairwise dependence of maxima over two regions of a random field (Q2948107) (← links)
• A Spatial Markov Model for Climate Extremes (Q3391188) (← links)
• Long range dependence for stable random processes (Q4997693) (← links)
• Statistical methods for assessing the contagion of spatial extreme events among regions (Q5866062) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
• New extreme value theory for maxima of maxima (Q5880089) (← links)
• An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)