Multivariate extreme values in stationary random sequences
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- scientific article; zbMATH DE number 4143234
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- EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1
Cites work
- scientific article; zbMATH DE number 4143234 (Why is no real title available?)
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 3896082 (Why is no real title available?)
- scientific article; zbMATH DE number 3917471 (Why is no real title available?)
- scientific article; zbMATH DE number 3592801 (Why is no real title available?)
- Characterizations of a multivariate extreme value distribution
- Domains of attraction of multivariate extreme value distributions
- Extreme value theory for multivariate stationary sequences
- Extremes and local dependence in stationary sequences
- Extremes and related properties of random sequences and processes
- Limit laws for the maximum and minimum of stationary sequences
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
- Limit results for maxima in non-stationary multivariate Gaussian sequences
- Limit theory for multivariate sample extremes
- Negative association of random variables, with applications
- On extreme values in stationary sequences
- Some properties of multivariate extreme value distributions and multivariate tail equivalence
Cited in
(26)- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Rare events, temporal dependence, and the extremal index
- Extremes of space-time Gaussian processes
- scientific article; zbMATH DE number 218895 (Why is no real title available?)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution
- scientific article; zbMATH DE number 3883399 (Why is no real title available?)
- Extremes in multivariate stationary normal sequences
- On the asymptotic distribution of certain bivariate reinsurance treaties
- Maxima of bivariate random vectors: Between independence and complete dependence
- Multiple block sizes and overlapping blocks for multivariate time series extremes
- On the multivariate upcrossings index
- Limiting distribution of extreme values for FGM random sequences
- scientific article; zbMATH DE number 4143234 (Why is no real title available?)
- scientific article; zbMATH DE number 1112311 (Why is no real title available?)
- EXTREME VALUE THEORY FOR CERTAIN NON-STATIONARY SEQUENCES1
- Estimation of Pickands dependence function of bivariate extremes under mixing conditions
- Extreme value theory for multivariate stationary sequences
- On the maximum of a bivariate INMA model with integer innovations
- Multivariate extreme value distributions for stationary Gaussian sequences
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Almost sure limit theorems for multivariate general standard normal sequences and applications
- scientific article; zbMATH DE number 3872393 (Why is no real title available?)
- scientific article; zbMATH DE number 4109733 (Why is no real title available?)
- scientific article; zbMATH DE number 1292118 (Why is no real title available?)
- scientific article; zbMATH DE number 1223602 (Why is no real title available?)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations
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