The following pages link to Extremes (Q73763):
Displaying 50 items.
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Repeat sampling of extreme observations: regression to the mean revisited (Q626296) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Spectral representations of sum- and max-stable processes (Q626303) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Asymptotics of joint maxima for discontinuous random variables (Q650682) (← links)
- Semi-parametric estimation for heavy tailed distributions (Q650683) (← links)
- Convergence of linear functions of Pfeifer records (Q650685) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Polynomial power-Pareto quantile function models (Q650733) (← links)
- Level curves crossings and applications for Gaussian models (Q650734) (← links)
- Uniform in bandwidth consistency of kernel estimators of the tail index (Q650736) (← links)
- Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC (Q650738) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Dispersion models for extremes (Q650741) (← links)
- Nonparametric statistical analysis of an upper bound of the ruin probability under large claims (Q650744) (← links)
- Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences (Q650745) (← links)
- Extremal dependence analysis of network sessions (Q650747) (← links)
- Detecting a conditional extreme value model (Q650748) (← links)
- Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (Q650749) (← links)
- Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter (Q650750) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- Coupled continuous time random maxima (Q726123) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Fitting phase-type scale mixtures to heavy-tailed data and distributions (Q726126) (← links)
- Certain bivariate distributions and random processes connected with maxima and minima (Q726127) (← links)
- Multivariate records and hitting scenarios (Q726129) (← links)
- On ruin probabilities with risky investments in a stock with stochastic volatility (Q825994) (← links)
- Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds (Q825996) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Extreme value theory for spatial random fields -- with application to a Lévy-driven field (Q826001) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms (Q826005) (← links)
- Threshold selection in univariate extreme value analysis (Q826008) (← links)
- Randomly stopped extreme Zipf extensions (Q826010) (← links)
- Software for the analysis of extreme events: The current state and future directions (Q881399) (← links)
- Distance in random graphs with infinite mean degrees (Q881401) (← links)
- A loss function approach to identifying environmental exceedances (Q881403) (← links)
- Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields (Q881405) (← links)
- Extreme values of portfolio of Gaussian processes and a trend (Q881407) (← links)
- Extremal behavior of the heat random field (Q881408) (← links)
- Constrained stochastic simulation -- generation of time series around some specific event in a normal process (Q881410) (← links)
- On the max-domain of attractions of bivariate elliptical arrays (Q881411) (← links)
- An interview with Ross Leadbetter (Q897837) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- Convolution and convolution-root properties of long-tailed distributions (Q897839) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Slepian noise approach for Gaussian and Laplace moving average processes (Q897844) (← links)
- Phantom distribution functions for some stationary sequences (Q897845) (← links)
