Pages that link to "Item:Q605880"

The following pages link to The extremogram: a correlogram for extreme events (Q605880):

Displaying 50 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• A note on tail dependence regression (Q391808) (← links)
• Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
• Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
• Editorial: Special issue on time series extremes (Q508716) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
• Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
• Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
• Moment condition tests for heavy tailed time series (Q528143) (← links)
• Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← 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)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Asymptotic independence and support detection techniques for heavy-tailed multivariate data (Q784445) (← links)
• Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
• Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
• Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
• Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
• Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← 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)
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
• Improved inference on risk measures for univariate extremes (Q2170408) (← links)
• Regularly varying random fields (Q2182640) (← links)
• Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
• Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
• The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
• An exceptional max-stable process fully parameterized by its extremal coefficients (Q2345121) (← links)
• The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
• Tail correlation functions of max-stable processes (Q2352977) (← links)
• The realization problem for tail correlation functions (Q2363664) (← links)
• Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
• Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
• Clustering of time series using quantile autocovariances (Q2418275) (← 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)