Pages that link to "Item:Q1644260"
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The following pages link to Inference on the tail process with application to financial time series modeling (Q1644260):
Displaying 12 items.
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
- Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
