Pages that link to "Item:Q1054063"

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

Displaying 50 items.

• Multivariate extreme values in stationary random sequences (Q916246) (← links)
• The first zero of an empirical characteristic function (Q923472) (← links)
• On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion (Q925983) (← links)
• Vector generalized linear and additive extreme value models (Q928489) (← links)
• Palm distributions of wave characteristics in encountering seas (Q930679) (← links)
• Extremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulas (Q937093) (← links)
• The largest component in a subcritical random graph with a power law degree distribution (Q939085) (← links)
• A polynomial birth-death point process approximation to the Bernoulli process (Q939397) (← links)
• Quantifying the routes of transmission for pandemic influenza (Q941129) (← links)
• A limit theorem for the time of ruin in a Gaussian ruin problem (Q952737) (← links)
• Maxima of Dirichlet and triangular arrays of gamma variables (Q952882) (← links)
• A test for additive outliers applicable to long-memory time series (Q956520) (← links)
• Data driven estimates for mixtures (Q957036) (← links)
• Estimation of a tail index based on minimum density power divergence (Q957324) (← links)
• Segmenting magnetic resonance images via hierarchical mixture modelling (Q959183) (← links)
• A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
• Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences (Q961095) (← links)
• Inference on low-rank data matrices with applications to microarray data (Q965132) (← links)
• Extremal properties for weakly correlated random variables arising in speckle patterns (Q967625) (← links)
• Hitting time statistics and extreme value theory (Q975311) (← links)
• Dynamic fragmentation of ceramics, signature of defects and scaling of fragment sizes (Q989025) (← links)
• Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
• On the extremal behavior of a nonstationary normal random field (Q989286) (← links)
• Cox limit theorem for large excursions of a norm of a Gaussian vector process (Q990912) (← links)
• Poisson-type limit theorems for eigenvalues of finite-volume Anderson Hamiltonians (Q996726) (← links)
• Wavelet goodness-of-fit test for dependent data (Q997269) (← links)
• A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables (Q999848) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Testing for changes in polynomial regression (Q1002544) (← links)
• Limit distributions for the problem of collecting pairs (Q1002561) (← links)
• Asymptotic properties of type I elliptical random vectors (Q1003307) (← links)
• Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
• Bayesian inference for clustered extremes (Q1003325) (← links)
• Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
• Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
• On the max-semistable limit of maxima of stationary sequences with missing values (Q1007466) (← links)
• On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
• The extremes of a random scenery as seen by a random walk in a random environment (Q1012100) (← links)
• Almost sure convergence for non-stationary random sequences (Q1012210) (← links)
• Limiting distribution of the continuity modulus for Gaussian processes with stationary increments (Q1012227) (← links)
• Extremal limit theorems for observations separated by random power law waiting times (Q1015860) (← links)
• Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys (Q1020059) (← links)
• Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
• Maximum of a partial sample in the uniform AR(1) processes (Q1026341) (← links)
• A bootstrap approach to model checking for linear models under length-biased data (Q1029643) (← links)
• Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
• Limit theorems of general functions of independent and identically distributed random variables (Q1038433) (← links)
• The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)