Pages that link to "Item:Q1880890"
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The following pages link to New estimators for the extremal index and other cluster characteristics (Q1880890):
Displayed 15 items.
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← 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)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)