Pages that link to "Item:Q2447645"

The following pages link to Measures of serial extremal dependence and their estimation (Q2447645):

Displaying 21 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
• Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• On extremal index of max-stable random fields (Q2044290) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
• The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
• On Extremal Index of max-stable stationary processes (Q4578299) (← links)
• Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
• Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
• The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
• An informatic approach to a long memory stationary process (Q6068780) (← links)
• A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
• Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning (Q6637459) (← links)