Pages that link to "Item:Q3981879"

The following pages link to Calculating the extremal index for a class of stationary sequences (Q3981879):

Displaying 48 items.

• Estimation of the extremal index using censored distributions (Q83310) (← links)
• Likelihood estimation of the extremal index (Q111096) (← links)
• Estimating the upcrossings index (Q384754) (← links)
• Extremal behavior of pMAX processes (Q395963) (← links)
• Modeling clusters of extreme values (Q483518) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Extremes of integer-valued moving average sequences (Q619154) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• The extremal index, hitting time statistics and periodicity (Q715212) (← links)
• On the computation of the extremal index for time series (Q781842) (← links)
• The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
• Extremal clustering in non-stationary random sequences (Q825998) (← links)
• Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
• How to compute the extremal index of stationary random fields (Q945461) (← links)
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
• On blocks and runs estimators of the extremal index (Q1298703) (← links)
• On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
• A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
• Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
• Estimating the extremal index through local dependence (Q1650108) (← links)
• Clusters of extremes: modeling and examples (Q1692076) (← links)
• On extremal dependence: some contributions (Q1936535) (← links)
• The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• Extremal behaviour of a periodically controlled sequence with imputed values (Q2062422) (← links)
• Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
• The stopped clock model (Q2148721) (← links)
• Speed of convergence for laws of rare events and escape rates (Q2258838) (← links)
• Managing local dependencies in asymptotic theory for maxima of stationary random fields (Q2311599) (← links)
• Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
• Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
• Nonstandard limit theorem for infinite variance functionals (Q2482288) (← links)
• On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails (Q2488449) (← links)
• Clustering of upcrossings of high values (Q2655060) (← links)
• Point processes of non stationary sequences generated by sequential and random dynamical systems (Q2658894) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks (Q2787368) (← links)
• (Q2893932) (← links)
• (Q4241689) (← links)
• Maximum term of a particular autoregressivesequence with discrete margins (Q4337153) (← links)
• Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution (Q5141875) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• On maxima of stationary fields (Q5205952) (← links)
• The upcrossings index and the extremal index (Q5441513) (← links)
• Extremes of Stationary Sequences with Failures (Q5446506) (← links)
• A prediction‐residual approach for identifying rare events in periodic time series (Q5495688) (← links)
• Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
• Asymptotic dependence of bivariate maxima (Q5866066) (← links)