Pages that link to "Item:Q3203896"

The following pages link to Basic properties and prediction of max-ARMA processes (Q3203896):

Displaying 50 items.

• An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
• Functional weak convergence of partial maxima processes (Q262528) (← links)
• Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
• Extremes of multivariate ARMAX processes (Q384759) (← links)
• Multivariate maxima of moving multivariate maxima (Q449003) (← links)
• The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
• Conditional sampling for max-stable processes with a mixed moving maxima representation (Q483523) (← links)
• Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
• On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
• Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
• Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
• Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• Nonlinear prediction in max-autoregressive processes (Q1033969) (← links)
• Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
• The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
• Inference and martingale estimating equations for stochastic processes on a semigroup (Q1330194) (← links)
• Moving-maximum models for extrema of time series (Q1600711) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• The max-BARMA models for counts with bounded support (Q1726724) (← links)
• Geometric ergodicity for some space-time max-stable Markov chains (Q1726762) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
• State-space models for maxima precipitation (Q2197344) (← links)
• Models for autoregressive processes of bounded counts: how different are they? (Q2228223) (← links)
• Recursive max-linear models with propagating noise (Q2233590) (← links)
• Local-maximum-based tail index estimator (Q2257586) (← links)
• On the estimation and application of max-stable processes (Q2266884) (← links)
• On the association of sum- and max-stable processes (Q2267631) (← links)
• Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
• The max-INAR(1) model for count processes (Q2273024) (← links)
• Multivariate extremes of random scores of particles in branching processes with max-linear heredity (Q2314102) (← links)
• On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
• Statistical analysis of first-order MARMA processes (Q2518003) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• (Q2893932) (← links)
• Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
• Conditional sampling for spectrally discrete max-stable random fields (Q3021246) (← links)
• The behavior of multivariate maxima of moving maxima processes (Q4660535) (← links)
• A class of max-INAR(1) processes with explanatory variables (Q5086077) (← links)
• Space‒time max-stable models with spectral separability (Q5197397) (← links)
• Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
• Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
• On the extremes of the max-INAR(1) process for time series of counts (Q5875314) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)