Pages that link to "Item:Q988001"

The following pages link to Limit theorems for empirical processes of cluster functionals (Q988001):

Displaying 36 items.

• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
• Correction to: ``Limit theorems for empirical processes of cluster functionals'' (Q292896) (← links)
• A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
• Statistics for tail processes of Markov chains (Q497485) (← links)
• Editorial: Special issue on time series extremes (Q508716) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
• Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations (Q1744173) (← 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)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← 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)
• Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
• Cluster based inference for extremes of time series (Q2239252) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• Trend detection for heteroscedastic extremes (Q2303026) (← links)
• Extremes of stationary random fields on a lattice (Q2322837) (← links)
• Estimation of the tail index for lattice-valued sequences (Q2443884) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
• Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
• Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
• Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
• Extreme value inference for heterogeneous power law data (Q6177326) (← links)
• Statistics for heteroscedastic time series extremes (Q6178550) (← links)
• Semiparametric Tail Index Regression (Q6620834) (← links)
• Estimation of the conditional tail moment for Weibull-type distributions (Q6641040) (← links)