Pages that link to "Item:Q875906"

The following pages link to Extremal behaviour of models with multivariate random recurrence representation (Q875906):

Displaying 8 items.

• Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions (Q297434) (← links)
• Extreme-value asymptotics for affine random walks (Q386672) (← links)
• The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes (Q464462) (← links)
• On convergence of kernel estimators of density with variable window width by dependent observations (Q927548) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• Convergence to stable laws for multidimensional stochastic recursions: the case of regular matrices (Q1949212) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)