Pages that link to "Item:Q488112"
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The following pages link to Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112):
Displayed 19 items.
- Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- On the block maxima method in extreme value theory: PWM estimators (Q2338927) (← links)
- Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- On some new dependence models derived from multivariate collective models in insurance applications (Q4577202) (← links)
- Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
- Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
- On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
