Pages that link to "Item:Q2476290"
From MaRDI portal
The following pages link to Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290):
Displaying 31 items.
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Minima and maxima of elliptical arrays and spherical processes (Q358134) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution (Q627285) (← links)
- On the convergence of LePage series in Skorokhod space (Q654492) (← links)
- Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- Maxima of moving maxima of continuous functions (Q907278) (← links)
- Extremes of space-time Gaussian processes (Q1041058) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Stable Lévy motion with values in the Skorokhod space: construction and approximation (Q2181626) (← links)
- Regularly varying random fields (Q2182640) (← links)
- Convex hulls of regularly varying processes (Q2253977) (← links)
- Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution (Q2274962) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Convergence of the normalized maximum of regularly varying random functions in the space \(\mathbb D\) (Q2476539) (← links)
- <i>M</i>-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS (Q2995418) (← links)
- Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
- On generalized max-linear models and their statistical interpolation (Q3449929) (← links)
- Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data (Q5130596) (← links)
- Convergence to Stable Laws in the Space<i>D</i> (Q5252233) (← links)
- Visuanimation in statistics (Q6538490) (← links)
- Regular variation in Hilbert spaces and principal component analysis for functional extremes (Q6570492) (← links)
- 30 years of space-time covariance functions (Q6602109) (← links)
- Extreme Quantile Estimation for Autoregressive Models (Q6634896) (← links)
