Pages that link to "Item:Q928492"
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The following pages link to Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492):
Displayed 21 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- Tail dependence between order statistics (Q764486) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Max-linear regression models with regularization (Q2658805) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- A new random field on lattices (Q2670777) (← links)
- Generalized Logistic Models and its orthant tail dependence (Q2882853) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)