Pages that link to "Item:Q1054063"

The following pages link to Extremes and related properties of random sequences and processes (Q1054063):

Displaying 50 items.

• Outcrossings of safe regions by generalized hyperbolic processes (Q2435736) (← links)
• Subsampling the distribution of diverging statistics with applications to finance (Q2439061) (← links)
• Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
• Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence (Q2443204) (← links)
• Rates of convergence of extremes from skew-normal samples (Q2444374) (← links)
• Rates of convergence of extreme for asymmetric normal distribution (Q2444392) (← links)
• On Piterbarg max-discretisation theorem for standardised maximum of stationary Gaussian processes (Q2445483) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Exact asymptotics and limit theorems for supremum of stationary \(\chi\)-processes over a random interval (Q2447697) (← links)
• Almost sure asymptotics for extremes of non-stationary Gaussian random fields (Q2448465) (← links)
• Extreme value analysis of empirical frame coefficients and implications for denoising by soft-thresholding (Q2450940) (← links)
• Extreme-quantile tracking for financial time series (Q2451784) (← links)
• Modeling extreme values of processes observed at irregular time steps: application to significant wave height (Q2453694) (← links)
• The limit theorems for maxima of stationary Gaussian processes with random index (Q2453856) (← links)
• Extremes of conditioned elliptical random vectors (Q2455465) (← links)
• Nonlinear dynamics and intermittency in a long-term copepod time series (Q2459429) (← links)
• Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
• Tail fit and the Zipf-Pareto law (Q2463679) (← links)
• A new method for modelling the space variability of significant wave heights (Q2463682) (← links)
• Extreme value theory in some statistical analysis of genomic sequences (Q2463683) (← links)
• Limit distributions of upper order statistics for families of multivariate distributions (Q2463686) (← links)
• On testing extreme value conditions (Q2463699) (← links)
• Path properties of \(l^p\)-valued Gaussian random fields (Q2464313) (← links)
• Select sets: rank and file (Q2467122) (← links)
• Limit laws for multidimensional extremes (Q2471254) (← links)
• Some properties of entire functions with nonnegative Taylor coefficients (Q2473756) (← links)
• Bootstrapping extremes of random variables under power normalization (Q2474785) (← links)
• Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
• On estimation of the exponent of regular variation using a sample with missing observations (Q2479325) (← links)
• The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences (Q2479327) (← links)
• On the ruin probability for physical fractional Brownian motion (Q2485794) (← links)
• Limit theorem for maximum of the storage process with fractional Brownian motion as input (Q2485806) (← links)
• Extremes of Gaussian processes over an infinite horizon (Q2485824) (← links)
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations (Q2485834) (← links)
• Theoretical analysis of power in a two-component normal mixture model (Q2485978) (← links)
• Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
• Asymptotic Poisson character of extremes in non-stationary Gaussian models (Q2488433) (← links)
• Extremes of integer-valued moving average models with exponential type tails (Q2488437) (← links)
• Practical extreme value modelling of hydrological floods and droughts: a case study (Q2488442) (← links)
• Cycle range distributions for Gaussian processes -- exact and approximative results (Q2488444) (← links)
• Dependence estimation and visualization in multivariate extremes with applications to financial data (Q2488446) (← links)
• Discrete and continuous time extremes of Gaussian processes (Q2488450) (← links)
• Dependence between extreme values of discrete and continuous time locally stationary Gaussian processes (Q2488451) (← links)
• On lower tail probabilities of positive random sums (Q2488452) (← links)
• Smoothing sample extremes with dynamic models (Q2488453) (← links)
• Bayesian inference for extremes: accounting for the three extremal types (Q2488461) (← links)
• Regular score tests of independence in multivariate extreme values (Q2488468) (← links)
• A note on the extremes of a particular moving average count data model (Q2489830) (← links)
• Penalized maximum likelihood and semiparametric second-order efficiency (Q2493551) (← links)