Transformed-linear models for time series extremes
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Publication:6604023
DOI10.1111/JTSA.12732MaRDI QIDQ6604023FDOQ6604023
Authors: Nehali Mhatre, Daniel Cooley 
Publication date: 12 September 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Cites Work
- Introduction to Time Series and Forecasting
- An introduction to statistical modeling of extreme values
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- Likelihood estimators for multivariate extremes
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- Extreme value theory. An introduction.
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- Basic properties and prediction of max-ARMA processes
- Markov chain models for threshold exceedances
- Hidden regular variation, second order regular variation and asymptotic independence
- Heavy-Tail Phenomena
- Dependence measures for extreme value analyses
- The extremogram: a correlogram for extreme events
- Extremal dependence measure and extremogram: the regularly varying case
- A hierarchical max-infinitely divisible spatial model for extreme precipitation
- Decompositions of dependence for high-dimensional extremes
- Extremal dependence measure for functional data
- Heavy tailed time series
- Max-infinitely divisible models and inference for spatial extremes
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