scientific article; zbMATH DE number 4030574
From MaRDI portal
Publication:3771297
Recommendations
Cited in
(only showing first 100 items - show all)- Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
- The exact asymptotic behaviour of the unique solution to a singular nonlinear Dirichlet problem
- A method of moments estimator of tail dependence
- Estimating the multivariate extremal index function
- Estimation of bivariate excess probabilities for elliptical models
- Tail probabilities for infinite series of regularly varying random vectors
- Limit distributions for the problem of collecting pairs
- Testing the tail-dependence based on the radial component
- Asymptotic properties of type I elliptical random vectors
- Limit theorems for numbers of near records
- The ratio of the extreme to the sum in a random sequence
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- Convex geometry of max-stable distributions
- Limit theorems for extremal processes generated by a point process with correlated time and space components
- Multivariate extremes of generalized skew-normal distributions
- The effect of memory on functional large deviations of infinite moving average processes
- An alternative to the \(m\) out of \(n\) bootstrap
- Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
- On the uniqueness of the infinite cluster of the vacant set of random interlacements
- Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches
- Does bias reduction with external estimator of second order parameter work for endpoint?
- Modelling extremes of time-dependent data by Markov-switching structures
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation
- Boundary behaviour of the unique solution to a singular Dirichlet problem with a convection term
- Asymptotics for Kotz type III elliptical distributions
- Expansions of multivariate Pickands densities and testing the tail dependence
- Extremal limit theorems for observations separated by random power law waiting times
- Regularly varying multivariate time series
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
- Asymptotic behavior of large solution to elliptic equation of Bieberbach-Rademacher type with convection terms
- Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
- Multivariate semi-Weibull distributions
- Exact asymptotic behavior near the boundary to the solution for singular nonlinear Dirichlet problems
- Nonlinear prediction in max-autoregressive processes
- Stationary max-stable fields associated to negative definite functions
- The estimation of M4 processes with geometric moving patterns
- Extremes of space-time Gaussian processes
- Tail dependence functions and vine copulas
- Convergence of point processes with weakly dependent points
- Asymptotic behavior of large solution for boundary blowup problems with non-linear gradient terms
- Strong approximations of k-th records and k-th record times by Wiener processes
- Extremal attractors of Liouville copulas
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- Extremal point processes and intermediate quantile functions
- Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
- Rates of convergence in multivariate extreme value theory
- On min-stable horse races with infinitely many horses
- A note on weak convergence to extremal processes
- M-estimation for autoregression with infinite variance
- Multivariate subexponential distributions
- Logistic and semi-logistic processes
- Poisson approximation of empirical processes
- On the number of boundary crossings related to LIL and SLLN for record values and partial maxima of i.i.d. sequences and extremes of uniform spacings
- A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
- On the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in \(R^ d\)
- On the optimality of multivariate Poisson approximation
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Stationary self-similar extremal processes
- max-infinitely divisible and max-stable sample continuous processes
- On positive singular solutions for a class of nonhomogeneous \(p\)-Laplacian-like equations
- On the normal record values and associated inference
- Asymptotic expansions for the distribution functions of Pickands-type estimators
- Estimation for a class of positive nonlinear time series models
- A nonparametric method for producing isolines of bivariate exceedance probabilities
- Multidimensional limit theorems allowing large deviations for densities of regular variation
- Second-order regular variation, convolution and the central limit theorem
- Poisson and Gaussian approximation of weighted local empirical processes
- Estimating the spectral measure of an extreme value distribution
- On continuation of max-stable laws
- Extremes of stochastic volatility models
- Cointegrated processes with infinite variance innovations
- Tail index estimation for dependent data
- Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities
- The extremal index of a higher-order stationary Markov chain
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process
- Bayesian model averaging for multivariate extremes
- Estimating the index of a stable law via the pot-method
- Limit laws for the number of near maxima via the Poisson approximation
- How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails
- On the excursion random measure of stationary processes
- On extremal theory for self-similar processes
- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law
- Extremes of diffusions over fixed intervals
- Records generated by Markov sequences
- Moments do not determine tail
- On some estimates based on sample behavior near high level excursions
- Limit laws for \(K\)-record times
- Limit distributions for linear programming time series estimators
- Convergence criteria for maxima with regularly varying normalizing constants
- Estimating parameters of an extreme value distribution by the method of moments
- Strong convergence of multivariate point processes of exceedances
- A dependent \(F^ \alpha\)-scheme
- A unified criterion for the local uniform convergence of the density of the maximum
- Nonconstant levels for \(T\)-year return periods for two-dimensional Poisson processes with periodic intensity
- Covering with blocks in the non-symmetric case
- The rank of the present excursion
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3771297)
