Pages that link to "Item:Q4668009"
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The following pages link to Joint exceedances of the ARCH process (Q4668009):
Displaying 9 items.
- High-level dependence in time series models (Q650680) (← links)
- Asymptotics of random contractions (Q661266) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Computer-intensive rate estimation, diverging statistics and scanning (Q2456022) (← links)
- Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560) (← links)
- Markov tail chains (Q5176525) (← links)
- Extreme dependence of multivariate catastrophic losses (Q5430564) (← links)
