Extreme Values in Uniformly Mixing Stationary Stochastic Processes

Cited in

(54)

Bayesian inference for clustered extremes
Extreme values of autocorrelated sequences
Convergence of thinning processes using compensators
On the exceedance point process for a stationary sequence
Computer experiments for the analysis of extreme-value phenomena
On the extreme order statistics for a stationary sequence
Relative extremal index of two stationary processes
Weak convergence inapplied probability
Conditions for the convergence in distribution of maxima of stationary normal processes
Stationary self-similar extremal processes
The extremal index of a higher-order stationary Markov chain
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Extremes on different grids and continuous time of stationary processes
Extreme value theory for multivariate stationary sequences
No-tie conditions for large values of extremal processes
A covariance formula for topological events of smooth Gaussian fields
Poisson approximation
Extremal indices, geometric ergodicity of Markov chains and MCMC
A Fréchet law and an Erdős-Philipp law for maximal cuspidal windings
Extreme value distributions of noncolliding diffusion processes
Extreme value theory for non-uniformly expanding dynamical systems
On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow
Rare events, temporal dependence, and the extremal index
Adaptive choice and resampling techniques in extremal index estimation
Uniform AR(1) processes and maxima on partial samples
Variants of the graph dependent model in extreme value theory
Extreme value theory for continuous parameter stationary processes
Limit laws for the maximum and minimum of stationary sequences
scientific article; zbMATH DE number 1223602 (Why is no real title available?)
The maximum term of uniformly mixing stationary processes
Estimating tail decay for stationary sequences via extreme values
Almost sure relative stability of the maximum of a stationary sequence
Extremes and local dependence in stationary sequences
Extreme values for characteristic radii of a Poisson-Voronoi tessellation
On the measurement and treatment of extremes in time series
Tail and nontail memory with applications to extreme value and robust statistics
The extremes of random walks in random sceneries
Extremal behaviour of chaotic dynamics
On extreme values in stationary sequences
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
New extreme value theory for maxima of maxima
Extremal memory of stochastic volatility with an application to tail shape inference
Almost sure central limit theorems for the maxima of randomly chosen random variables
On limiting cluster size distributions for processes of exceedances for stationary sequences
Some variations on the extremal index
The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
Extremal independence in discrete random systems
Nonparametric estimators for varextropy under \(\alpha\)-mixing condition with appliction in exponential AR(1) model
Sums of weakly dependent random variables
The extremal index, hitting time statistics and periodicity
Extremal clustering in non-stationary random sequences
On empirical estimation of mode based on weakly dependent samples
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
Extremes of weighted Brownian bridges in increasing dimension

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