The following pages link to (Q4343010):
Displaying 50 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Testing for (in)finite moments (Q138542) (← links)
- Gaussian copula time series with heavy tails and strong time dependence (Q255760) (← links)
- Threshold selection for extremes under a semiparametric model (Q257615) (← links)
- Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583) (← links)
- Analysis of quickselect under Yaroslavskiy's dual-pivoting algorithm (Q261384) (← links)
- Extremes on river networks (Q262381) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638) (← links)
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
- A new compounding family of distributions: the generalized gamma power series distributions (Q269372) (← links)
- Randomly stopped sums of not identically distributed heavy tailed random variables (Q274177) (← links)
- Some asymptotic results of the ruin probabilities in a two-dimensional renewal risk model with some strongly subexponential claims (Q277262) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- An inequality of widely dependent random variables and its applications (Q282126) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- On Fréchet autoregressive conditional duration models (Q282897) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Asymptotic ruin probability of a renewal risk model with dependent by-claims and stochastic returns (Q289299) (← links)
- Multivariate subexponential distributions and their applications (Q291400) (← links)
- Tail product-limit process for truncated data with application to extreme value index estimation (Q291405) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims (Q294114) (← links)
- Parisian ruin over a finite-time horizon (Q295101) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Testing the assumptions behind importance sampling (Q302094) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Power-law and exponential rank distributions: a panoramic Gibbsian perspective (Q307211) (← links)
- The impact of competition on prices with numerous firms (Q308600) (← links)
- Expectile asymptotics (Q309591) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- Almost sure convergence of maxima for chaotic dynamical systems (Q311999) (← links)
- Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force (Q313564) (← links)
- Exceedances of records (Q314561) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016) (← links)
- Localisation in the Bouchaud-Anderson model (Q326839) (← links)
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Asymptotics for random functions moderated by dependent noise (Q329063) (← links)
- Extreme value theory in mixture distributions and a statistical method to control the possible bias (Q334841) (← links)
- Detecting multifractal stochastic processes under heavy-tailed effects (Q339843) (← links)
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
