Pages that link to "Item:Q462812"

The following pages link to Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812):

Displaying 50 items.

• A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
• Transition kernels and the conditional extreme value model (Q488095) (← links)
• On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
• Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• Multivariate regular variation of discrete mass functions with applications to preferential attachment networks (Q1617335) (← links)
• An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
• Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
• Joint exceedances of random products (Q1635978) (← links)
• Implicit extremes and implicit max-stable laws (Q1675704) (← links)
• Branching random walks, stable point processes and regular variation (Q1683814) (← links)
• Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
• Conditional extreme value models: fallacies and pitfalls (Q1693608) (← links)
• Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
• Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
• Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
• Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
• Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
• Principal component analysis for multivariate extremes (Q2044326) (← links)
• Extremal dependence measure for functional data (Q2078556) (← links)
• Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
• Principal component analysis of infinite variance functional data (Q2101477) (← links)
• Convergence of persistence diagram in the sparse regime (Q2108906) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• Convergence to scale-invariant Poisson processes and applications in Dickman approximation (Q2201493) (← links)
• Sample path large deviations for Lévy processes and random walks with Weibull increments (Q2240472) (← links)
• Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
• Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• Are extreme value estimation methods useful for network data? (Q2303029) (← links)
• A note on vague convergence of measures (Q2322688) (← links)
• Bivariate regular variation among randomly weighted sums in general insurance (Q2323677) (← links)
• Large deviations of extremes in branching random walk with regularly varying displacements (Q2692520) (← links)
• Nonstandard regular variation of in-degree and out-degree in the preferential attachment model (Q2804420) (← links)
• A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
• Models with hidden regular variation: Generation and detection (Q3466710) (← links)
• One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
• Scaling limits of branching random walks and branching-stable processes (Q5049893) (← links)
• Extremes of multitype branching random walks: heaviest tail wins (Q5203946) (← links)
• Condensers with infinitely many touching Borel plates and minimum energy problems (Q5207290) (← links)
• Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
• (Q5346030) (← links)
• Limit theory for <i>U</i>-statistics under geometric and topological constraints with rare events (Q5881003) (← links)
• Stable random fields, point processes and large deviations (Q5962609) (← links)
• Sample-path large deviations for a class of heavy-tailed Markov-additive processes (Q6126988) (← links)
• Random networks with heterogeneous reciprocity (Q6151144) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)