Pages that link to "Item:Q508726"
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The following pages link to A complete convergence theorem for stationary regularly varying multivariate time series (Q508726):
Displayed 13 items.
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- The tail process revisited (Q1633433) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- A note on joint functional convergence of partial sum and maxima for linear processes (Q1642245) (← links)
- Joint functional convergence of partial sums and maxima for linear processes (Q1728121) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Maxima of linear processes with heavy‐tailed innovations and random coefficients (Q5063324) (← links)
- On joint weak convergence of partial sum and maxima processes (Q5086520) (← links)
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations (Q6054051) (← links)
- (Q6146332) (← links)