Pages that link to "Item:Q2485825"

The following pages link to Extremal behavior of regularly varying stochastic processes (Q2485825):

Displaying 49 items.

• Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
• Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
• Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
• Regularly varying measures on metric spaces: hidden regular variation and hidden jumps (Q462812) (← links)
• The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• The extremogram: a correlogram for extreme events (Q605880) (← links)
• High-level dependence in time series models (Q650680) (← links)
• Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
• Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
• Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
• Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
• On the regular variation of ratios of jointly Fréchet random variables (Q906648) (← links)
• Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
• The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
• Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
• Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
• The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
• Tail measures and regular variation (Q2144349) (← links)
• Stable Lévy motion with values in the Skorokhod space: construction and approximation (Q2181626) (← links)
• Regularly varying random fields (Q2182640) (← links)
• Sample path large deviations for Lévy processes and random walks with regularly varying increments (Q2189454) (← links)
• The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
• Convex hulls of regularly varying processes (Q2253977) (← links)
• Heavy-tailed random walks, buffered queues and hidden large deviations (Q2278655) (← links)
• Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
• Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
• Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
• Copulas: Tales and facts (with discussion) (Q2463697) (← links)
• Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
• Tail behavior of random products and stochastic exponentials (Q2476883) (← links)
• Functional large deviations for multivariate regularly varying random walks (Q2496504) (← links)
• Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) (← links)
• Lévy Copulas: Review of Recent Results (Q2956050) (← links)
• Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
• Regular Variation of Infinite Series of Processes with Random Coefficients (Q3191887) (← links)
• On generalized max-linear models and their statistical interpolation (Q3449929) (← links)
• Revisiting the Edge, Ten Years On (Q3585268) (← links)
• State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
• Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
• Convergence to Stable Laws in the Space<i>D</i> (Q5252233) (← links)
• How to model multivariate extremes if one must? (Q5313467) (← links)
• A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System (Q5440645) (← links)
• Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
• On regular variation for infinitely divisible random vectors and additive processes (Q5475393) (← links)
• Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901445) (← links)
• Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901446) (← links)