Pages that link to "Item:Q4364896"
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The following pages link to Markov chain models for threshold exceedances (Q4364896):
Displayed 35 items.
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- A Markov-switching model for heat waves (Q288559) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Stationary max-stable processes with the Markov property (Q402414) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Modeling of claim exceedances over random thresholds for related insurance portfolios (Q654827) (← links)
- Multivariate generalized Pareto distributions (Q882888) (← links)
- Influence measures and robust estimators of dependence in multivariate extremes (Q906622) (← links)
- Some notes on multivariate generalized Pareto distributions (Q928864) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- A polynomial model for bivariate extreme value distributions (Q1962143) (← links)
- Semi-parametric modeling of excesses above high multivariate thresholds with censored data (Q2018601) (← links)
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height (Q2453694) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- A Latent Process Model for Temporal Extremes (Q2922156) (← links)
- Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
- A New Class of Models for Bivariate Joint Tails (Q3551039) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
- Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
- Simulation of multivariate extreme values (Q4942508) (← links)
- Markov tail chains (Q5176525) (← links)
- Statistical advances in environmental science (Q5926349) (← links)