Pages that link to "Item:Q111096"
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The following pages link to Likelihood estimation of the extremal index (Q111096):
Displaying 28 items.
- exdex (Q79191) (← links)
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- On the computation of the extremal index for time series (Q781842) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Generalized dimensions, large deviations and the distribution of rare events (Q2223395) (← links)
- Projected tests for high-dimensional covariance matrices (Q2301103) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks (Q2787368) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)
- Extremes and extremal indices for level set observables on hyperbolic systems <sup>*</sup> (Q5854634) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Dynamical systems approaches to the study of climate with applications to 2022 extreme weather events (Q6204917) (← links)
