The behavior of multivariate maxima of moving maxima processes
From MaRDI portal
Recommendations
Cites work
- A spectral representation for max-stable processes
- Basic properties and prediction of max-ARMA processes
- Extremes and related properties of random sequences and processes
- scientific article; zbMATH DE number 3820920 (Why is no real title available?)
- scientific article; zbMATH DE number 4030574 (Why is no real title available?)
- On the multivariate extremal index
- Point processes and multivariate extreme values
- Prediction of stationary max-stable processes
- Quotient correlation: a sample based alternative to Pearson's correlation
Cited in
(36)- Extremal financial risk models and portfolio evaluation
- Regularly varying multivariate time series
- Stationary max-stable fields associated to negative definite functions
- The estimation of M4 processes with geometric moving patterns
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
- Sparse moving maxima models for tail dependence in multivariate financial time series
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence
- On the estimation and application of max-stable processes
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes
- Tail correlation functions of max-stable processes
- Quotient correlation: a sample based alternative to Pearson's correlation
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Limit laws for multidimensional extremes
- Extremal properties of M4 processes
- Efficient estimation and particle filter for max-stable processes
- Generalized madogram and pairwise dependence of maxima over two regions of a random field.
- Four general multivariate stationary extremal Markovian processes
- Copula structured M4 processes with application to high-frequency financial data
- Rare events, temporal dependence, and the extremal index
- Dense classes of multivariate extreme value distributions
- Extremal behavior of pMAX processes
- Multivariate maxima of moving multivariate maxima
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes
- Stability and contagion measures for spatial extreme value analyses
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
- On approximating max-stable processes and constructing extremal copula functions
- A generalized beta copula with applications in modeling multivariate long-tailed data
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis
- Modeling short-ranged dependence in block extrema with application to polar temperature data
- Tail index estimation for tail adversarial stable time series with an application to high-dimensional tail clustering
- Extremal shot noises, heavy tails and max-stable random fields
- Extremal dependence measure and extremogram: the regularly varying case
- Maxima of moving maxima of continuous functions
- Asymptotically (in)dependent multivariate maxima of moving maxima process
This page was built for publication: The behavior of multivariate maxima of moving maxima processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4660535)
