The following pages link to (Q4726487):
Displayed 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Initial and boundary blow-up problem for \(p\)-Laplacian parabolic equation with general absorption (Q258119) (← links)
- A uniform law for convergence to the local times of linear fractional stable motions (Q259566) (← links)
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Gaussian approximation to the extreme value index estimator of a heavy-tailed distribution under random censoring (Q259855) (← links)
- Subexponential growth rates in functional differential equations (Q260710) (← links)
- Non-Gaussian semi-stable laws arising in sampling of finite point processes (Q265290) (← links)
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- Asymptotics of the minimal clade size and related functionals of certain beta-coalescents (Q267126) (← links)
- On the estimation of the functional Weibull tail-coefficient (Q268722) (← links)
- Exponential decay of measures and Tauberian theorems (Q269436) (← links)
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
- Importance sampling and statistical Romberg method for Lévy processes (Q271865) (← links)
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- Moderately growing solutions of third-order differential equations with a singular nonlinearity and regularly varying coefficients (Q275551) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- Regularity for fully nonlinear integro-differential operators with regularly varying kernels (Q283433) (← links)
- Homomorphisms from functional equations: the Goldie equation (Q284708) (← links)
- Asymptotic behavior of boundary blow-up solutions to elliptic equations (Q286418) (← links)
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Local limit theorems for shock models (Q292936) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Intermediate solutions of fourth order quasilinear differential equations in the framework of regular variation (Q298442) (← links)
- Functional convergence of linear processes with heavy-tailed innovations (Q300283) (← links)
- Competitive estimation of the extreme value index (Q310653) (← links)
- Kernel regression with Weibull-type tails (Q314591) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Boundary behavior of large solutions to \(p\)-Laplacian elliptic equations (Q321954) (← links)
- Extreme eigenvalues of sparse, heavy tailed random matrices (Q326830) (← links)
- On the overflow time of a fluid model (Q328520) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Convergence of moments for strictly stationary sequences (Q334038) (← links)
- Local precise large and moderate deviations for sums of independent random variables (Q335049) (← links)
- Mixing rates for intermittent maps of high exponent (Q343800) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- Approximation of high quantiles from intermediate quantiles (Q347150) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- A nonclassical LIL for geometrically weighted series in Banach space (Q353622) (← links)
- Harnack inequality and Hölder regularity estimates for a Lévy process with small jumps of high intensity (Q354764) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- The extended gamma class and applications (Q360447) (← links)
- Asymptotic representations of solutions of second-order differential equations (Q362477) (← links)
- Karamata theorem for regularly log-periodic functions (Q362481) (← links)
- Convolution equivalent Lévy processes and first passage times (Q363857) (← links)