Pages that link to "Item:Q1181131"
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The following pages link to On a basis for ''peaks over threshold'' modeling (Q1181131):
Displaying 38 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Modelling interoccurrence times between ozone peaks in Mexico City in the presence of multiple change points (Q468028) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- Generalized Pickands estimators for the extreme value index (Q707049) (← links)
- The first and the second e of the extreme value distribution, EV1 (Q756268) (← links)
- Regression estimator for the tail index (Q777861) (← links)
- Statistical inference for inter-arrival times of extreme events in bursty time series (Q829734) (← links)
- An interview with Ross Leadbetter (Q897837) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- An exploratory first step in teletraffic data modeling: evaluation of long-run performance of parameter estimators. (Q1608901) (← links)
- Multivariate peaks over thresholds models (Q1744179) (← links)
- On high level exceedance modeling and tail inference (Q1890883) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- We need to talk about intermittent demand forecasting (Q2030710) (← links)
- Extreme events in dynamical systems and random walkers: a review (Q2144474) (← links)
- Credit risk and solvency capital requirements (Q2323660) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- A one- and two-dimensional generalized Pareto model for a river flow (Q2504409) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Point processes of non stationary sequences generated by sequential and random dynamical systems (Q2658894) (← links)
- Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (Q3224214) (← links)
- Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution (Q4355603) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
- Trend in high tropospheric ozone levels. Application to paris monitoring sites (Q4652924) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- Unraveling S&P500 stock volatility and networks – an encoding-and-decoding approach (Q5079389) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- A cluster-limit theorem for infinitely divisible point processes (Q5402575) (← links)
- Premium Calculation for Fat-tailed Risk (Q5490584) (← links)
- Estimating value-at-risk: a point process approach (Q5697330) (← links)
- Some unified characterization results on generalized Pareto distributions (Q5931386) (← links)
- Outlier detection in network revenue management (Q6581376) (← links)
- Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models (Q6581588) (← links)
- Heatwave duration: characterizations using probabilistic inference (Q6626166) (← links)
- Modeling nonstationary extremes of storm severity: comparing parametric and semiparametric inference (Q6626387) (← links)
