Pages that link to "Item:Q1083109"
From MaRDI portal
The following pages link to Extreme value theory for moving average processes (Q1083109):
Displaying 49 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Product of exponentials and spectral radius of random \(k\)-circulants (Q424701) (← links)
- The distribution of the maximum of a first order moving average: the continuous case (Q483511) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- Convergence to type I distribution of the extremes of sequences defined by random difference equation (Q719372) (← links)
- Extremes of moving averages of random variables with finite endpoint (Q804081) (← links)
- Limit theory for moving averages of random variables with regularly varying tail probabilities (Q1056976) (← links)
- On the characterization of certain point processes (Q1103267) (← links)
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (Q1110898) (← links)
- Darling-Erdős theorems for normalized sums of i. i. d. variables close to a stable law (Q1307507) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Extremes for non-anticipating moving averages of totally skewed \(\alpha\)-stable motion (Q1382226) (← links)
- Contaminated variance-mean mixing model (Q1615117) (← links)
- Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes (Q1822829) (← links)
- Limit laws for maxima of a stationary random sequence with random sample size (Q1944370) (← links)
- Extremal theory for spectrum of random discrete Schrödinger operator. III. Localization properties (Q1949331) (← links)
- The ARMA alphabet soup: a tour of ARMA model variants (Q1950327) (← links)
- Asymptotic behavior of eigenvalues of variance-covariance matrix of a high-dimensional heavy-tailed Lévy process (Q2065473) (← links)
- Sharp concentration for the largest and smallest fragment in a \(k\)-regular self-similar fragmentation (Q2135402) (← links)
- The distribution of the maximum of an ARMA(1,1) process (Q2214476) (← links)
- Oracally efficient estimation of autoregressive error distribution with simultaneous confidence band (Q2249844) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- The max-INAR(1) model for count processes (Q2273024) (← links)
- Stochastic recursions: between Kesten's and Grincevičius-Grey's assumptions (Q2301497) (← links)
- On the extremes of a class of non-linear processes with heavy tailed innovations (Q2373836) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions (Q2480825) (← links)
- Extremes of integer-valued moving average models with exponential type tails (Q2488437) (← links)
- A note on the extremes of a particular moving average count data model (Q2489830) (← links)
- Tail asymptotics for exponential functionals of Lévy processes (Q2490054) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Extreme value theory for moving average processes with light-tailed innovations (Q2565927) (← links)
- The distribution of the maximum of a first-order moving average: The discrete casex (Q2816646) (← links)
- On the Distribution of the Nearly Unstable AR(1) Process with Heavy Tails (Q3566395) (← links)
- Aggregation of rapidly varying risks and asymptotic independence (Q3644305) (← links)
- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY (Q3647675) (← links)
- Extremes of Some Sub-Sampled Time Series (Q4455673) (← links)
- Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800) (← links)
- On perpetuities with gamma-like tails (Q4684945) (← links)
- ESTIMATION FOR NONNEGATIVE AUTOREGRESSIVE PROCESSES WITH AN UNKNOWN LOCATION PARAMETER (Q4696579) (← links)
- Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)
- ASYMPTOTICS FOR A DISCRETE-TIME RISK MODEL WITH THE EMPHASIS ON FINANCIAL RISK (Q5349308) (← links)
- Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution (Q5440641) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Records for the moving average of a time series (Q5856240) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- On the Asymptotic Behaviour of Superexponential Lévy Processes (Q6197998) (← links)
- Precise tail behaviour of some Dirichlet series (Q6592153) (← links)
