Pages that link to "Item:Q1016605"
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The following pages link to Regularly varying multivariate time series (Q1016605):
Displaying 50 items.
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Regularly varying random fields (Q2182640) (← links)
- Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Stable limits for associated regularly varying sequences (Q2304431) (← links)
- Extremes of stationary random fields on a lattice (Q2322837) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- A multivariate functional limit theorem in weak \(M_1\) topology (Q2346974) (← links)
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model (Q2347462) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- The index theorem of topological regular variation and its applications (Q2389252) (← links)
- Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843) (← links)
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
- Palm theory for extremes of stationary regularly varying time series and random fields (Q2688190) (← links)
- Large deviations of extremes in branching random walk with regularly varying displacements (Q2692520) (← links)
- Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995) (← links)
- Modelling time series extremes (Q2921617) (← links)
- On multidimensional Mandelbrot cascades (Q2938370) (← links)
- The cutoff phenomenon for random birth and death chains (Q2977569) (← links)
- Gumbel and Fréchet convergence of the maxima of independent random walks (Q3298818) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals (Q4580022) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- Asymptotics of Markov Kernels and the Tail Chain (Q4915655) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- On joint weak convergence of partial sum and maxima processes (Q5086520) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- Markov tail chains (Q5176525) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Heavy-Tailed Branching Process with Immigration (Q5745540) (← links)
