Pages that link to "Item:Q756321"
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The following pages link to Estimating the parameters of rare events (Q756321):
Displaying 29 items.
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Extreme values of particular non-linear processes (Q1608684) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Estimation of extreme values by the average conditional exceedance rate method (Q1952487) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Compound Poisson approximation (Q2135729) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Inference for Clusters of Extreme Values (Q4665873) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Clustering of extreme values: estimation and application (Q6549698) (← links)
