Pages that link to "Item:Q4833724"

The following pages link to Consistency of Hill's estimator for dependent data (Q4833724):

Displaying 48 items.

• Weak properties and robustness of t-Hill estimators (Q347146) (← links)
• Extremal behavior of pMAX processes (Q395963) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
• Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
• Consistent estimation of the tail index for dependent data (Q613172) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Detecting a conditional extreme value model (Q650748) (← links)
• Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
• Tail inference: where does the tail begin? (Q907362) (← links)
• Extreme-value analysis of teletraffic data (Q956818) (← links)
• Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• Extremal limit theorems for observations separated by random power law waiting times (Q1015860) (← links)
• Second-order regular variation, convolution and the central limit theorem (Q1275940) (← links)
• On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
• Tail index estimation for dependent data (Q1296719) (← links)
• A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
• Estimation of the index parameter for autoregressive data using the estimated innovations (Q1304109) (← links)
• Parameter estimation for moving averages with positive innovations (Q1354836) (← links)
• Periodic moving averages of random variables with regularly varying tails (Q1359424) (← links)
• Moving-maximum models for extrema of time series (Q1600711) (← links)
• Semi-parametric regression estimation of the tail index (Q1697475) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• Poisson limits for \(U\)-statistics. (Q1766076) (← links)
• Moment estimator for random vectors with heavy tails (Q1808842) (← links)
• How to make a Hill plot. (Q1848777) (← links)
• Long strange segments of a stochastic process. (Q1872448) (← links)
• Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
• An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
• Volatility regressions with fat tails (Q2227065) (← links)
• On consistency of the likelihood moment estimators for a linear process with regularly varying innovations (Q2363665) (← links)
• Consistency of Hill estimators in a linear preferential attachment model (Q2417998) (← links)
• Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
• Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
• A new random field on lattices (Q2670777) (← links)
• Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
• Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
• (Q2893932) (← links)
• On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
• On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
• Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
• On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
• Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854) (← links)