Pages that link to "Item:Q1016605"
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The following pages link to Regularly varying multivariate time series (Q1016605):
Displayed 50 items.
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Erratum to: ``Modeling clusters of extreme values'' (Q262543) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Some remarks on definitions of memory for stationary random processes and fields (Q327184) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Clustering of Markov chain exceedances (Q373538) (← links)
- Extreme-value asymptotics for affine random walks (Q386672) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- A complete convergence theorem for stationary regularly varying multivariate time series (Q508726) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
- High-level dependence in time series models (Q650680) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Causal discovery in heavy-tailed models (Q820829) (← links)
- On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration (Q831317) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- An invariance principle for sums and record times of regularly varying stationary sequences (Q1626622) (← links)
- The tail process revisited (Q1633433) (← links)
- Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Clusters of extremes: modeling and examples (Q1692076) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Extreme values of the uniform order 1 autoregressive processes and missing observations (Q1692084) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Spectral tail processes and max-stable approximations of multivariate regularly varying time series (Q2000137) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Precise large deviations for dependent subexponential variables (Q2040065) (← links)
- Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)