Pages that link to "Item:Q2198603"
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The following pages link to Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603):
Displaying 6 items.
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)