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.
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- A novel class of bivariate max-stable distributions (Q2493875) (← links)
- Extreme values and entire functions of finite order (Q2494675) (← links)
- Almost sure max-limits for nonstationary Gaussian sequence (Q2495428) (← links)
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators (Q2495556) (← links)
- Characterization of invariant measures at the leading edge for competing particle systems (Q2497209) (← links)
- Extremes on trees (Q2497218) (← links)
- Exact asymptotics of large deviations of stationary Ornstein-Uhlenbeck processes for \(L^p\)-functionals, \(p>0\) (Q2498322) (← links)
- Relaxation functions in dipolar materials (Q2500003) (← links)
- Frequency-independent rules for the dielectric susceptibility derived from two forms of self-similar dynamical behavior of dipolar systems (Q2500043) (← links)
- On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields (Q2511562) (← links)
- Almost sure limit theorem for stationary Gaussian random fields (Q2511740) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- Maxima of random properties of particles in supercritical branching processes (Q2513003) (← links)
- Extremal behavior of recurrent random sequences (Q2513006) (← links)
- Almost sure central limit theorem for exceedance point processes of stationary sequences (Q2517102) (← links)
- Mixtures of tails in clustered automobile collision claims (Q2563878) (← links)
- Extreme value theory for moving average processes with light-tailed innovations (Q2565927) (← links)
- Permutation principles for the change analysis of stochastic processes under strong invariance (Q2571219) (← links)
- Extremes of Volterra series expansions with heavy-tailed innovations (Q2573537) (← links)
- Second-order expansion for the maximum of some stationary Gaussian sequences. (Q2574643) (← links)
- Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes (Q2577667) (← links)
- Extremes of Gaussian processes with smooth random expectation and smooth random variance (Q2627902) (← links)
- Non asymptotic variance bounds and deviation inequalities by optimal transport (Q2631838) (← links)
- An almost sure limit theorem for the maxima of smooth stationary Gaussian processes (Q2637391) (← links)
- On the shape of a high excursion of a Gaussian stationary process (Q2662922) (← links)
- Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
- Optimal revenue guarantees for pricing in large markets (Q2670927) (← links)
- Supremum of the Euclidean norms of the multidimensional Wiener process and Brownian bridge: sharp asymptotics of probabilities of large deviations (Q2671966) (← links)
- The possibility of existence of extremal indices exceeding one (Q2674653) (← links)
- Central limit theorem for \(C\beta E\) pair dependent statistics in mesoscopic regime (Q2675979) (← links)
- Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays (Q2679227) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend (Q2689906) (← links)
- SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION (Q2746383) (← links)
- Optimal approximations and upper bounds for the order statistic of a sample (Q2750789) (← links)
- Tail Behavior and Extremes of Short-Tailed Symmetric Distribution (Q2786270) (← links)
- A counting process in the max-scheme (Q2786951) (← links)
- Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations (Q2797932) (← links)
- Microstructure models and material response by extreme value theory (Q2801327) (← links)
- Maximum values in queueing processes (Q2805363) (← links)
- From Spin Glasses to Branching Brownian Motion—and Back? (Q2808187) (← links)
- Toward a Copula Theory for Multivariate Regular Variation (Q2849531) (← links)
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
- Extreme values and fat tails of multifractal fluctuations (Q2903701) (← links)
- A latent process model for temporal extremes (Q2922156) (← links)
- Limit theorems for the maximal residuals in linear and nonlinear regression models (Q2922890) (← links)
- Limit theorems for extremal residuals in a regression model with heavy tails of observation errors (Q2923402) (← links)
- Limit Theorem for the Maximum of Random Variables Connected by IT-Copulas of Student's $t$-Distribution (Q2944451) (← links)
- Probabilistic Description of Extreme Events in Intermittently Unstable Dynamical Systems Excited by Correlated Stochastic Processes (Q2945173) (← links)
