Extreme value theory for nonstationary random coefficients time series with regularly varying tails
From MaRDI portal
(Redirected from Publication:427977)
Recommendations
- Tail behavior for nonstationary moving averages with random coefficients
- On the extremes of a class of nonstationary processes with heavy tailed innovations
- Extreme value theory for a class of nonstationary time series with applications
- Regularly varying multivariate time series
- Limit theory for moving averages of random variables with regularly varying tail probabilities
Cited in
(10)- Extreme value theory for a class of nonstationary time series with applications
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series
- Statistical inference for heavy tailed series with extremal independence
- Extreme value theory for space-time processes with heavy-tailed distributions
- Tail behavior for nonstationary moving averages with random coefficients
- On the extremes of a class of nonstationary processes with heavy tailed innovations
- Heavy tailed time series
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’
This page was built for publication: Extreme value theory for nonstationary random coefficients time series with regularly varying tails
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q427977)
