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.
- Maxima of Poisson-like variables and related triangular arrays (Q1379717) (← links)
- Computing the extremal index of special Markov chains and queues (Q1382480) (← links)
- On the continuation of the limit distributions of the extreme and central terms of a sample (Q1382946) (← links)
- Strong approximation of maxima by extremal processes (Q1394535) (← links)
- On the number of near-maximum insurance claim under dependence. (Q1413382) (← links)
- A note on the asymptotic distribution of the maxima in disaggregated time-series models. (Q1423095) (← links)
- Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations. (Q1423218) (← links)
- Case study on statistically estimating minimum makespan for flow line scheduling problems. (Q1427564) (← links)
- On convergence of the uniform norms for Gaussian processes and linear approximation problems (Q1429122) (← links)
- Limit theorems for the maximal eigenvalues of the mean-field Hamiltonian with random potential (Q1568062) (← links)
- Asymptotic behavior of conditional laws and moments of \(\alpha\)-stable random vectors, with application to upcrossing intensities (Q1568294) (← links)
- Asymptotic behaviors for the increments of Gaussian random fields (Q1577946) (← links)
- Asymptotic behavior for iterated functions of random variables (Q1578599) (← links)
- On excursion sets, tube formulas and maxima of random fields. (Q1578619) (← links)
- An extension of the almost sure max-limit theorem (Q1579542) (← links)
- Limit theorems for a class of tests of gradual changes (Q1582359) (← links)
- Distributional properties of statistics based on minimal spacing and record exceedance statistics (Q1587191) (← links)
- How big are the lag increments of a Gaussian process? (Q1591957) (← links)
- Extreme value distributions in chaotic dynamics. (Q1593260) (← links)
- First passage time for some stationary processes (Q1593620) (← links)
- CED model for asset returns and fractal market hypothesis (Q1596866) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Smoothness estimates for soft-threshold denoising via translation-invariant wavelet transforms (Q1604496) (← links)
- Extreme values of particular non-linear processes (Q1608684) (← links)
- Asymptotic expansion for distribution function of moment estimator for the extreme-value index. (Q1609556) (← links)
- The asymptotic locations of the maximum and minimum of stationary sequences (Q1611776) (← links)
- Remarks on compound Poisson approximation of Gaussian random sequences (Q1613034) (← links)
- Extremal behavior of the autoregressive process with ARCH(1) errors (Q1613588) (← links)
- Some limit theorems for fractional Lévy Brownian fields (Q1613614) (← links)
- Extremes of a certain class of Gaussian processes (Q1613640) (← links)
- A smooth simultaneous confidence band for correlation curve (Q1616692) (← links)
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes (Q1617144) (← links)
- Stable laws for chaotic billiards with cusps at flat points (Q1626837) (← links)
- High affinity extremes in combinatorial libraries and repertoires (Q1628856) (← links)
- Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
- On covariance functions with slowly or regularly varying modulo of continuity (Q1642272) (← links)
- Maximum of the sum of consecutive terms in random permutations (Q1643791) (← links)
- Approximation of the maximum of storage process with fractional Brownian motion as input (Q1644201) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- A new probability model for hydrologic events: properties and applications (Q1654553) (← links)
- Level hitting probabilities and extremal indexes for some particular dynamical systems (Q1657802) (← links)
- The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right]\) (Q1657859) (← links)
- Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
- On the asymptotic locations of the largest and smallest extremes of a stationary sequence (Q1661585) (← links)
- On the transition to turbulence of wall-bounded flows in general, and plane Couette flow in particular (Q1670830) (← links)
- Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model (Q1674817) (← links)
- Some distribution results of the Oppenheim continued fractions (Q1675294) (← links)
- Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← links)
- Detecting distributional changes in samples of independent block maxima using probability weighted moments (Q1675709) (← links)
- A note on the asymptotics of the maxima for the St. Petersburg game (Q1687228) (← links)
