Pages that link to "Item:Q282541"
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The following pages link to A stochastic volatility model with flexible extremal dependence structure (Q282541):
Displaying 10 items.
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Joint exceedances of random products (Q1635978) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)