Pages that link to "Item:Q1089678"

The following pages link to On the exceedance point process for a stationary sequence (Q1089678):

Displaying 50 items.

• Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
• On the asymptotic locations of the largest and smallest extremes of a stationary sequence (Q1661585) (← links)
• Multilevel clustering of extremes. (Q1766039) (← links)
• Convergence of marked point processes of excesses for dynamical systems (Q1783998) (← links)
• Asymptotic \((r-1)\)-dependent representation for \(r\)th order statistic from a stationary sequence (Q1802317) (← links)
• The extremes of a triangular array of normal random variables (Q1814757) (← links)
• Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
• On the asymptotic location of high values of a stationary sequence (Q1871363) (← links)
• The supremum of a negative drift random walk with dependent heavy-tailed steps. (Q1872494) (← links)
• The extremal index of sub-sampled processes (Q1878839) (← links)
• Extremes of a random number of variables from periodic sequences (Q1890872) (← links)
• On high level exceedance modeling and tail inference (Q1890883) (← links)
• On the limit distributions of sums of mixing Bernoulli random variables (Q1892978) (← links)
• A sliding blocks estimator for the extremal index (Q1952012) (← links)
• A family of random sup-measures with long-range dependence (Q1994515) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations (Q2077454) (← links)
• Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
• Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
• Point processes of exceedances by Gaussian random fields with applications to asymptotic locations of extreme order statistics (Q2170245) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• Limit properties of exceedance point processes of strongly dependent normal sequences (Q2262003) (← links)
• Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
• Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
• Exceedances point processes in the plane of stationary Gaussian sequences with data missing (Q2322576) (← links)
• Poisson approximation (Q2323908) (← links)
• Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
• Conditional convergence to infinitely divisible distributions with finite variance (Q2485849) (← links)
• Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
• Almost sure central limit theorem for exceedance point processes of stationary sequences (Q2517102) (← links)
• Approximate distributions of clusters of extremes (Q2573256) (← links)
• Clustering of upcrossings of high values (Q2655060) (← links)
• Tail dependence and smoothness of time series (Q2666039) (← links)
• Distributions of Clusters of Exceedances and Their Applications in Telecommunication Networks (Q2787368) (← links)
• The asymptotic property of an exceedance point process and the sum for a kind of nonstationary Gaussian sequences (Q2885650) (← links)
• On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
• Improving financial risk assessment through dependency (Q3153691) (← links)
• Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
• Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
• (Q3833345) (← links)
• On the convergence of the number of exceedances of nonstationary normal sequences (Q4355364) (← links)
• Functionals of clusters of extremes (Q4454111) (← links)
• Convergence to infinitely divisible distributions with finite variance for some weakly dependent sequences (Q4671821) (← links)
• Dynamical counterexamples regarding the extremal index and the mean of the limiting cluster size distribution (Q5141875) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
• Complete convergence and records for dynamically generated stochastic processes (Q5206266) (← links)
• The extremes of random walks in random sceneries (Q5320660) (← links)