Pages that link to "Item:Q1317263"
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The following pages link to Extremal index estimation for a weakly dependent stationary sequence (Q1317263):
Displayed 19 items.
- Likelihood estimation of the extremal index (Q111096) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Extremes of Homogeneous Gaussian Random Fields (Q5252236) (← links)