Pages that link to "Item:Q1054063"
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The following pages link to Extremes and related properties of random sequences and processes (Q1054063):
Displaying 50 items.
- Asymptotic order statistics of mixtures of distributions (Q2188438) (← links)
- On distributionally robust extreme value analysis (Q2191428) (← links)
- The distribution of fitness effects among beneficial mutations in Fisher's geometric model of adaptation (Q2194911) (← links)
- Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- On the maximal offspring in a subcritical branching process (Q2201477) (← links)
- Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (Q2203431) (← links)
- Fundamental limits of exact support recovery in high dimensions (Q2203616) (← links)
- Extreme value theory for long-range-dependent stable random fields (Q2209306) (← links)
- Extremes of a type of locally stationary Gaussian random fields with applications to Shepp statistics (Q2209321) (← links)
- Practical issues with modeling extreme Brazilian rainfall (Q2233636) (← links)
- Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk (Q2241622) (← links)
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes (Q2244472) (← links)
- Maxima and near-maxima of a Gaussian random assignment field (Q2244525) (← links)
- Conditional optimization of the functional computational kernel algorithm for approximating the probability density on the basis of a given sample (Q2245905) (← links)
- On the asymptotic form of convex hulls of Gaussian random fields (Q2248488) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Multivariate extreme value theory -- a tutorial (Q2249913) (← links)
- Convergence rate of extremes from Maxwell sample (Q2250399) (← links)
- Limiting distribution of the maximal distance between random points on a circle: a moments approach (Q2251698) (← links)
- Higher-order expansions for distributions of extremes from general error distribution (Q2258659) (← links)
- Speed of convergence for laws of rare events and escape rates (Q2258838) (← links)
- On Piterbarg's max-discretisation theorem for multivariate stationary Gaussian processes (Q2258969) (← links)
- On limit distributions for intermediate order statistics under power normalization (Q2261909) (← links)
- Limit properties of exceedance point processes of strongly dependent normal sequences (Q2262003) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Heavy-traffic extreme value limits for Erlang delay models (Q2269486) (← links)
- Computing bounds on the expected maximum of correlated normal variables (Q2270188) (← links)
- Parameter estimation of the generalized Pareto distribution. I (Q2270258) (← links)
- Parameter estimation of the generalized Pareto distribution. II (Q2270259) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Extremes of Shepp statistics for the Wiener process (Q2271712) (← links)
- Extremes of weighted Dirichlet arrays (Q2271716) (← links)
- The max-INAR(1) model for count processes (Q2273024) (← links)
- On the almost sure convergence for the joint version of maxima and minima of stationary sequences (Q2273708) (← links)
- On convergence rates of suprema (Q2277651) (← links)
- Topological crackle of heavy-tailed moving average processes (Q2280019) (← links)
- Largest entries of sample correlation matrices from equi-correlated normal populations (Q2280559) (← links)
- On the accuracy of Poisson approximation (Q2283056) (← links)
- Asymptotic expansions of powered skew-normal extremes (Q2288820) (← links)
- Discretization error for the maximum of a Gaussian field (Q2289797) (← links)
- Trend detection for heteroscedastic extremes (Q2303026) (← links)
- Finite dimensional models for random functions (Q2311513) (← links)
- Managing local dependencies in asymptotic theory for maxima of stationary random fields (Q2311599) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Maximum remaining service time in infinite-server queues (Q2314151) (← links)
- Universal method of searching for equilibria and stochastic equilibria in transportation networks (Q2314190) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- The limit properties of point processes of upcrossings in nonstationary strongly dependent Gaussian models (Q2322570) (← links)
- Exceedances point processes in the plane of stationary Gaussian sequences with data missing (Q2322576) (← links)
