Pages that link to "Item:Q488112"

The following pages link to Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112):

Displaying 20 items.

• Detecting changes in cross-sectional dependence in multivariate time series (Q123369) (← links)
• A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
• Testing the constancy of Spearman's rho in multivariate time series (Q314566) (← links)
• Editorial: Special issue on time series extremes (Q508716) (← links)
• Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
• Weak convergence of the weighted empirical beta copula process (Q1749998) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• On the block maxima method in extreme value theory: PWM estimators (Q2338927) (← links)
• Detecting breaks in the dependence of multivariate extreme-value distributions (Q2363660) (← links)
• Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
• On some new dependence models derived from multivariate collective models in insurance applications (Q4577202) (← links)
• Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
• Strong convergence of multivariate maxima (Q5109504) (← links)
• Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
• Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)