Pages that link to "Item:Q916246"

The following pages link to Multivariate extreme values in stationary random sequences (Q916246):

Displaying 11 items.

• Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
• Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
• On the asymptotic distribution of certain bivariate reinsurance treaties (Q995497) (← links)
• Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
• Extremes of space-time Gaussian processes (Q1041058) (← links)
• Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
• Maxima of bivariate random vectors: Between independence and complete dependence (Q1341373) (← links)
• Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• On the maximum of a bivariate INMA model with integer innovations (Q2684919) (← links)
• Rare events, temporal dependence, and the extremal index (Q3410927) (← links)