The following pages link to (Q4410085):
Displayed 8 items.
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)