Editorial: Special issue on time series extremes
DOI10.1007/S10687-016-0262-4zbMATH Open1355.00024OpenAlexW2463741044MaRDI QIDQ508716FDOQ508716
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Publication date: 8 February 2017
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-016-0262-4
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Estimation in multivariate analysis (62H12) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06)
Cites Work
- Statistics for near independence in multivariate extreme values
- Extreme value theory. An introduction.
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- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimating the parameters of rare events
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- Limit theorems for empirical processes of cluster functionals
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- Tail index estimation for dependent data
- Point process and partial sum convergence for weakly dependent random variables with infinite variance
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Heavy tailed time series with extremal independence
- Limit laws for random vectors with an extreme component
- The extremogram: a correlogram for extreme events
- On the distribution of tail array sums for strongly mixing stationary sequences
- On the measurement and treatment of extremes in time series
- Bayesian uncertainty management in temporal dependence of extremes
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
- A complete convergence theorem for stationary regularly varying multivariate time series
Cited In (7)
- Tail measure and spectral tail process of regularly varying time series
- Editorial (Special Issue: Statistics on Dependent Data)
- Preface to the special issue on extreme events and its applications
- Modelling time series extremes
- Heavy tailed time series with extremal independence
- Editorial: Special issue on recent developments incomplex time series analysis. I
- On the measurement and treatment of extremes in time series
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