Pages that link to "Item:Q1105274"
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The following pages link to Extremal theory for stochastic processes (Q1105274):
Displayed 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- On the extremal theory of continued fractions (Q270215) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (Q442074) (← links)
- Inference on factor structures in heterogeneous panels (Q473358) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- On limiting cluster size distributions for processes of exceedances for stationary sequences (Q613169) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- A note on the Berman condition (Q654424) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- An interview with Ross Leadbetter (Q897837) (← links)
- A characterization of Gumbel's family of extreme value distributions (Q914296) (← links)
- A test for additive outliers applicable to long-memory time series (Q956520) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Rates of convergence in certain limit theorem for extreme values (Q1043928) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- Stochastic programming with random processes (Q1178433) (← links)
- Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes (Q1180185) (← links)
- A conditional limit law result on the location of the maximum of Brownian motion (Q1185545) (← links)
- Extremes and crossings for differentiable stationary processes with application to Gaussian processes in \(\mathbb{R}{}^ m\) and Hilbert space (Q1193403) (← links)
- On the general law of iterated logarithm with application to selfsimilar processes and to Gaussian processes in \(\mathbb{R}{}^ n\) and Hilbert space (Q1198551) (← links)
- Stationary self-similar extremal processes (Q1263870) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- The combinatorics and extreme value statistics of protein threading (Q1306747) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Estimating parameters of an extreme value distribution by the method of moments (Q1333101) (← links)
- On the continuation of the limit distributions of the extreme and central terms of a sample (Q1382946) (← links)
- Extreme value distributions in chaotic dynamics. (Q1593260) (← links)
- The sample ACF of a simple bilinear process (Q1613623) (← links)
- Large excursions and conditioned laws for recursive sequences generated by random matrices (Q1660628) (← links)
- A strong ergodic theorem for extreme and intermediate order statistics (Q1688844) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Regular variation of GARCH processes. (Q1766073) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- Compound Poisson approximation for Markov chains using Stein's method (Q1807200) (← links)
- Strong memoryless times and rare events in Markov renewal point processes. (Q1889787) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Beyond HC: more sensitive tests for rare/weak alternatives (Q2215733) (← links)
- Bivariate extreme analysis of Olympic swimming data (Q2320786) (← links)