Pages that link to "Item:Q625312"
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The following pages link to On approximating max-stable processes and constructing extremal copula functions (Q625312):
Displaying 11 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond (Q4648569) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality (Q5881078) (← links)
