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.
- Polynomial spline confidence bands for time series trend (Q419264) (← links)
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- Modelling time trend via spline confidence band (Q421413) (← links)
- Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence (Q423189) (← links)
- On the copula for multivariate extreme value distributions (Q424823) (← links)
- Universal behaviour of extreme value statistics for selected observables of dynamical systems (Q425192) (← links)
- Locally adaptive image denoising by a statistical multiresolution criterion (Q425650) (← links)
- Ground state energy of the one-dimensional discrete random Schrödinger operator with Bernoulli potential (Q430929) (← links)
- Simply generated trees, conditioned Galton-Watson trees, random allocations and condensation (Q431520) (← links)
- On tail index estimation using a sample with missing observations (Q433581) (← links)
- Efficient Monte Carlo for high excursions of Gaussian random fields (Q433910) (← links)
- Approximate Bayesian computing for spatial extremes (Q434906) (← links)
- Wavelets in functional data analysis: estimation of multidimensional curves and their derivatives (Q434909) (← links)
- On Jiang's asymptotic distribution of the largest entry of a sample correlation matrix (Q444980) (← links)
- Convergence rates of limit distribution of maxima of lognormal samples (Q448264) (← links)
- On almost sure max-limit theorems (Q449889) (← links)
- Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples (Q457628) (← links)
- Almost sure limit theorems for the maximum of a class of quasi-stationary sequences (Q462274) (← links)
- Making the Cauchy work (Q468018) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- On almost sure max-limit theorems of complete and incomplete samples from stationary sequences (Q475743) (← links)
- Extreme value theory for random walks on homogeneous spaces (Q476578) (← links)
- Localization and delocalization for heavy tailed band matrices (Q479720) (← links)
- Upper bounds on value-at-risk for the maximum portfolio loss (Q482076) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Rates of convergence of extreme for STSD under power normalization (Q488609) (← links)
- Max-stable processes and stationary systems of Lévy particles (Q491189) (← links)
- Rare-event asymptotics for the number of exceedances of multiplicative factor models (Q497492) (← links)
- Extremes of Shepp statistics for fractional Brownian motion (Q498134) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Gradient-free proximal methods with inexact oracle for convex stochastic nonsmooth optimization problems on the simplex (Q510299) (← links)
- Finite time Parisian ruin of an integrated Gaussian risk model (Q512787) (← links)
- Tail properties and approximate distribution and expansion for extreme of LGMD (Q515938) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Sequential testing of gradual changes in the drift of a stochastic process (Q538120) (← links)
- Synoptic airflow and UK daily precipitation extremes: development and validation of a vector generalized linear model (Q549640) (← links)
- Sources of uncertainty in the extreme value statistics of climate data (Q549646) (← links)
- Extremes of the standardized Gaussian noise (Q550150) (← links)
- On selecting the best of k lognormal distributions (Q582750) (← links)
- Probabilistic models for stochastic elliptic partial differential equations (Q602939) (← links)
- Statistics of the maximum for the tent map (Q603487) (← links)
- Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences (Q604378) (← links)
- Test for tail index change in stationary time series with Pareto-type marginal distribution (Q605861) (← links)
