Pages that link to "Item:Q528029"

The following pages link to Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029):

Displaying 21 items.

• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
• Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
• Practical issues with modeling extreme Brazilian rainfall (Q2233636) (← links)
• The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
• Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• A Fourier analysis of extreme events (Q2448713) (← links)
• Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) (← links)
• Asymptotic Properties of the Empirical Spatial Extremogram (Q2821478) (← links)
• Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
• The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)