The following pages link to András Zempléni (Q430872):
Displaying 20 items.
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- On the heredity of Hun and Hungarian property (Q920464) (← links)
- Tail behaviour and extremes of two-state Markov-switching autoregressive models (Q945187) (← links)
- Chain plot: a tool for exploiting bivariate temporal structures (Q956905) (← links)
- Modelling extremes of time-dependent data by Markov-switching structures (Q1011533) (← links)
- (Q1600629) (redirect page) (← links)
- Decompositions and antiirreducibles in Max-semigroups of bivariate random variables (Q1600630) (← links)
- Arithmetics of distributions on the hemisphere (Q1866698) (← links)
- \texttt{Markovchart}: an \texttt{R} package for cost-optimal patient monitoring and treatment using control charts (Q2095707) (← links)
- Gamma process-based models for disease progression (Q2241509) (← links)
- Estimating high quantiles based on dependent circular data (Q2314466) (← links)
- Forecasting and simulating mortality tables (Q2389973) (← links)
- MAX-SEMIGROUPS O BIVARIATE RANDOM VARIABLES WITH KHINCHINE-TYPE DECOMPOSITIONS (Q2754980) (← links)
- (Q2937602) (← links)
- (Q3330204) (← links)
- (Q3362172) (← links)
- Arithmetics of a mixed bivariate model (Q4807479) (← links)
- How well can screening sensitivity and sojourn time be estimated (Q4997000) (← links)
- Extreme Shape Analysis (Q5757820) (← links)
