Pages that link to "Item:Q1089669"
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The following pages link to Extreme values for stationary and Markov sequences (Q1089669):
Displaying 50 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Erratum to: ``Modeling clusters of extreme values'' (Q262543) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- Rare events for Cantor target sets (Q778808) (← links)
- On the computation of the extremal index for time series (Q781842) (← links)
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Maxima of a triangular array of multivariate Gaussian sequence (Q893960) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- The asymptotic distribution of the maxima of a Gaussian random field on a lattice (Q907378) (← links)
- Convergence to Lévy stable processes under some weak dependence conditions (Q988675) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- On the max-semistable limit of maxima of stationary sequences with missing values (Q1007466) (← links)
- On the characterization of certain point processes (Q1103267) (← links)
- High level exceedances in stationary sequences with extremal index (Q1110897) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- Minimal conditions in \(p\)-stable limit theorems (Q1208946) (← links)
- \(\alpha\)-stable limit theorems for sums of dependent random vectors (Q1263159) (← links)
- Stationary self-similar extremal processes (Q1263870) (← links)
- On a loss of memory property of the maximum (Q1263873) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
- Quenched phantom distribution functions for Markov chains (Q1640930) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence (Q1802317) (← links)
- Rare events for stationary processes. (Q1877529) (← links)
- Extremes and clustering of nonstationary max-AR(1) sequences (Q1890734) (← links)
- Extremes of Markov sequences (Q1890877) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Directional phantom distribution functions for stationary random fields (Q2040049) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Estimation and inference about tail features with tail censored data (Q2172008) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Managing local dependencies in asymptotic theory for maxima of stationary random fields (Q2311599) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- Extremes of stationary random fields on a lattice (Q2322837) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Asymptotics of the order statistics for a process with a regenerative structure (Q2406812) (← links)
