Pages that link to "Item:Q4743504"
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The following pages link to Extremes and local dependence in stationary sequences (Q4743504):
Displaying 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Optimal eigen expansions and uniform bounds (Q343789) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Slope influence diagnostics in conditional heteroscedastic time series models (Q481421) (← links)
- Extreme values for characteristic radii of a Poisson-Voronoi tessellation (Q488103) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← 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)
- Time-changed extremal process as a random sup measure (Q726725) (← links)
- A general study of extremes of stationary tessellations with examples (Q740189) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- Limiting entry and return times distribution for arbitrary null sets (Q778813) (← links)
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions (Q779813) (← links)
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
- Assessing failure probability of coastal structures based on probabilistic representation of sea conditions at the structures' location (Q822113) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Leader nodes in communities for information spreading (Q832130) (← links)
- Bivariate statistical analysis of TCP-flow sizes and durations (Q839874) (← links)
- Bayesian comparison of different rainfall depth-duration-frequency relationships (Q841878) (← links)
- An interview with Ross Leadbetter (Q897837) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← 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)
