Pages that link to "Item:Q3498587"
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The following pages link to Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws (Q3498587):
Displayed 15 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
- Transition kernels and the conditional extreme value model (Q488095) (← links)
- The product of two dependent random variables with regularly varying or rapidly varying tails (Q552982) (← links)
- Conditioning on an extreme component: model consistency with regular variation on cones (Q637099) (← links)
- On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
- Topological regular variation. I: Slow variation (Q989081) (← links)
- Hidden regular variation under full and strong asymptotic dependence (Q1693611) (← links)
- Dimension reduction in multivariate extreme value analysis (Q2263712) (← links)
- Conditional limits of \(W_{p}\) scale mixture distributions (Q2272104) (← links)
- On the distribution of multiple power series regularly varying at the boundary point (Q2288442) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- The index theorem of topological regular variation and its applications (Q2389252) (← links)
- Hidden Regular Variation and Detection of Hidden Risks (Q3113803) (← links)
- Subexponential potential asymptotics with applications (Q5055328) (← links)