Pages that link to "Item:Q4743504"
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The following pages link to Extremes and local dependence in stationary sequences (Q4743504):
Displayed 50 items.
- Likelihood estimation of the extremal index (Q111096) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- On limiting cluster size distributions for processes of exceedances for stationary sequences (Q613169) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- Bayesian comparison of different rainfall depth-duration-frequency relationships (Q841878) (← links)
- Multivariate extreme values in stationary random sequences (Q916246) (← links)
- On convergence of kernel estimators of density with variable window width by dependent observations (Q927548) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Extremal properties for weakly correlated random variables arising in speckle patterns (Q967625) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- On asymptotic distribution of maxima of stationary sequences subject to random failure or censoring (Q1049197) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- Computer experiments for the analysis of extreme-value phenomena (Q1095632) (← links)
- High level exceedances in stationary sequences with extremal index (Q1110897) (← links)
- Limit theorems for strongly mixing stationary random measures (Q1174263) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- On a loss of memory property of the maximum (Q1263873) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- On the excursion random measure of stationary processes (Q1307503) (← links)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- The asymptotic locations of the maximum and minimum of stationary sequences (Q1611776) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- The extremal index of sub-sampled processes (Q1878839) (← links)
- Extremes and clustering of nonstationary max-AR(1) sequences (Q1890734) (← links)
- Stochastic analysis of the fracture of solids with microcracks (Q1898022) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Extreme value laws in dynamical systems under physical observables (Q2428002) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- Clustering of upcrossings of high values (Q2655060) (← links)
- Rare events, exponential hitting times and extremal indices via spectral perturbation† (Q2904317) (← links)
- Fighting the arch–enemy with mathematics‘ (Q3198768) (← links)
- Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
- Regular Variation and Extremal Dependence of GARCH Residuals with Application to Market Risk Measures (Q3615082) (← links)
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272) (← links)
- Statistics of extremes in climatology (Q3821449) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)