Pages that link to "Item:Q1054063"
From MaRDI portal
The following pages link to Extremes and related properties of random sequences and processes (Q1054063):
Displaying 50 items.
- Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity (Q1688034) (← links)
- A strong ergodic theorem for extreme and intermediate order statistics (Q1688844) (← links)
- Erlang renewal models for genetic recombination (Q1690071) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Clusters of extremes: modeling and examples (Q1692076) (← links)
- On shape of high massive excursions of trajectories of Gaussian homogeneous fields (Q1692085) (← links)
- An Erdös-Révész type law of the iterated logarithm for reflected fractional Brownian motion (Q1693605) (← links)
- Clustering of high values in random fields (Q1693609) (← links)
- On the maxima of partial samples of random sequences with a pseudo-stationary trend (Q1694667) (← links)
- Compound Poisson law for hitting times to periodic orbits in two-dimensional hyperbolic systems (Q1696960) (← links)
- Formation of a relation of nonlocalities in the anomalous diffusion model (Q1702612) (← links)
- On the coupling time of the heat-bath process for the Fortuin-Kasteleyn random-cluster model (Q1706299) (← links)
- Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
- On the longest gap between power-rate arrivals (Q1715533) (← links)
- Random polymers on the complete graph (Q1715549) (← links)
- Extremal properties of the univariate extended skew-normal distribution. Part A. (Q1726895) (← links)
- On extremal indices greater than one for a scheme of series (Q1728114) (← links)
- Level-crossing intensity for the density of the image of Lebesgue measure under the action of a Brownian stochastic flow (Q1729646) (← links)
- Simple tail index estimation for dependent and heterogeneous data with missing values (Q1729814) (← links)
- Random locations of periodic stationary processes (Q1730936) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- On the distribution of the maximum \(k\)-degrees of the binomial random graph (Q1732072) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Assessing conditional extremal risk of flooding in Puerto Rico (Q1741087) (← links)
- An Erdős-Révész type law of the iterated logarithm for order statistics of a stationary Gaussian process (Q1745279) (← links)
- A framework for imperfectly observed networks (Q1756569) (← links)
- Approximations of the boundary crossing probabilities for the maximum of moving weighted sums (Q1757244) (← links)
- Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence (Q1757945) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- The admixture model in linkage analysis (Q1763455) (← links)
- Maxima of entries of Haar distributed matrices (Q1765120) (← links)
- Multilevel clustering of extremes. (Q1766039) (← links)
- Poisson limits for \(U\)-statistics. (Q1766076) (← links)
- Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances (Q1767485) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- On sampling of stationary increment processes (Q1769422) (← links)
- Detection of structural changes in generalized linear models (Q1771469) (← links)
- How likely is an LLD degree sequence to be graphical? (Q1774191) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence (Q1802317) (← links)
- Asymptotic comparison of step-down and step-up multiple test procedures based on exchangeable test statistics (Q1807088) (← links)
- The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140) (← links)
- The maximum of the periodogram of a non-Gaussian sequence. (Q1807185) (← links)
- Compound Poisson approximation for Markov chains using Stein's method (Q1807200) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Another characterization of the type I extreme value distribution (Q1821441) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- Hyperbolic asymptotics in Burgers' turbulence and extremal processes (Q1842619) (← links)
- The dynamic multilevel assignment problem as a stochastic extremal process (Q1847168) (← links)
