Pages that link to "Item:Q4665872"
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The following pages link to Diagnostics for Dependence within Time Series Extremes (Q4665872):
Displaying 45 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Portfolio risk assessment using multivariate extreme value methods (Q482071) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Parametric tail copula estimation and model testing (Q928859) (← links)
- The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Seasonal effects of extreme surges (Q2505918) (← links)
- Extreme residual dependence for random vectors and processes (Q2996577) (← links)
- The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Geostatistics of extremes (Q5345921) (← links)
- A Mixture Model for Multivariate Extremes (Q5422026) (← links)
- On maxima of chi-processes over threshold dependent grids (Q5739684) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution (Q5952100) (← links)
- Accounting for seasonality in extreme sea-level estimation (Q6138659) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Asymptotics of sum of heavy-tailed risks with copulas (Q6204664) (← links)
- Temporal evolution of the extreme excursions of multivariate \(k\)th order Markov processes with application to oceanographic data (Q6626649) (← links)
