Pages that link to "Item:Q4454111"

The following pages link to Functionals of clusters of extremes (Q4454111):

Displaying 15 items.

• Clustering of Markov chain exceedances (Q373538) (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• The extremal index for GARCH(1,1) processes (Q907366) (← links)
• Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring (Q1049197) (← links)
• Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
• Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
• Extremes of stationary random fields on a lattice (Q2322837) (← links)
• Approximate distributions of clusters of extremes (Q2573256) (← links)
• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
• Statistics for heteroscedastic time series extremes (Q6178550) (← links)