The following pages link to (Q4410085):
Displayed 19 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
- Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
- Corrected-Hill versus partially reduced-bias value-at-risk estimation (Q5088009) (← links)