Editorial: Special issue on time series extremes
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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)
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- scientific article; zbMATH DE number 6739318
Cites work
- scientific article; zbMATH DE number 597912 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A complete convergence theorem for stationary regularly varying multivariate time series
- A functional limit theorem for dependent sequences with infinite variance stable limits
- Bayesian uncertainty management in temporal dependence of extremes
- Estimating the parameters of rare events
- Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
- Extreme value copula estimation based on block maxima of a multivariate stationary time series
- Extreme value theory. An introduction.
- Extreme values for stationary and Markov sequences
- Extremes and related properties of random sequences and processes
- Heavy tailed time series with extremal independence
- Limit laws for random vectors with an extreme component
- Limit theorems for empirical processes of cluster functionals
- On tail index estimation using dependent data
- On the distribution of tail array sums for strongly mixing stationary sequences
- On the exceedance point process for a stationary sequence
- On the measurement and treatment of extremes in time series
- Point process and partial sum convergence for weakly dependent random variables with infinite variance
- Regularly varying multivariate time series
- Statistics for near independence in multivariate extreme values
- Tail index estimation for dependent data
- The extremogram: a correlogram for extreme events
- Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction
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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