Pages that link to "Item:Q1298703"
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The following pages link to On blocks and runs estimators of the extremal index (Q1298703):
Displayed 19 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Regularly varying random fields (Q2182640) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)
- Inference for Clusters of Extreme Values (Q4665873) (← links)