Pages that link to "Item:Q2352978"
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The following pages link to Heavy tailed time series with extremal independence (Q2352978):
Displaying 23 items.
- Extremes of Gaussian fields with a smooth random variance (Q273728) (← links)
- Conditional independence and conditioned limit laws (Q273765) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Conditioned limit laws for inverted max-stable processes (Q739601) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← 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)
- Extremes for coherent risk measures (Q2374125) (← links)
- Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
- Statistical inference for tail-based cumulative residual entropy (Q2670125) (← links)
- On some new dependence models derived from multivariate collective models in insurance applications (Q4577202) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
