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.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Integrative sparse principal component analysis (Q117095) (← links)
- Gaussian copula time series with heavy tails and strong time dependence (Q255760) (← links)
- Maxima and sum for discrete and continuous time Gaussian processes (Q256501) (← links)
- A limiting distribution for maxima of discrete stationary triangular arrays with an application to risk due to avalanches (Q262532) (← links)
- Rates of convergence for extremes of geometric random variables and marked point processes (Q262541) (← links)
- Density expansions of extremes from general error distribution with applications (Q264356) (← links)
- The improved results in almost sure central limit theorem for the maxima of strongly dependent stationary Gaussian vector sequences (Q264967) (← links)
- Approximate moments of extremes (Q265132) (← links)
- Higher-order expansions of powered extremes of normal samples (Q273821) (← links)
- Bounds for the extremal index of stochastic recurrent sequences (Q276636) (← links)
- Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests (Q282530) (← links)
- Asymptotic properties for distributions and densities of extremes from generalized gamma distribution (Q287393) (← links)
- Convergence of exceedance point processes of normal sequences with a seasonal component and its applications (Q289967) (← links)
- Extremes of stationary Gaussian storage models (Q291407) (← links)
- A note on the almost sure central limit theorems for the maxima of strongly dependent nonstationary Gaussian vector sequences (Q300526) (← links)
- Global testing against sparse alternatives in time-frequency analysis (Q309712) (← links)
- Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098) (← links)
- The asymptotic behavior of a counting process in the max-scheme. A discrete case (Q313731) (← links)
- Bayesian approaches for analyzing earthquake catastrophic risk (Q320279) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016) (← links)
- Rare events for the Manneville-Pomeau map (Q326844) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow (Q336149) (← links)
- Scan statistic tail probability assessment based on process covariance and window size (Q340117) (← links)
- Extreme residuals in regression model. Minimax approach (Q340788) (← links)
- Extensions of stability selection using subsamples of observations and covariates (Q340859) (← links)
- Heavy-traffic limit for a feed-forward fluid model with heterogeneous heavy-tailed on/off sources (Q352984) (← links)
- Uniform estimator of the extremal index of stochastic recurrent sequences (Q355296) (← links)
- Some distributional limit theorems for the maxima of Gaussian vector sequences (Q356193) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Last passage percolation and traveling fronts (Q369673) (← links)
- Convergence to extremal processes in random environments and extremal ageing in SK models (Q377507) (← links)
- Is the location of the supremum of a stationary process nearly uniformly distributed? (Q378811) (← links)
- On Piterbarg theorem for maxima of stationary Gaussian sequences (Q383671) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Extreme-value asymptotics for affine random walks (Q386672) (← links)
- Asymptotic test of mixture model and its applications to QTL interval mapping (Q389254) (← links)
- The extremal process of branching Brownian motion (Q389270) (← links)
- A test for abrupt change in hazard regression models with Weibull baselines (Q394571) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Exact asymptotics of supremum of a stationary Gaussian process over a random interval (Q419198) (← links)
- Rates of convergence of extreme for general error distribution under power normalization (Q419250) (← links)
