Pages that link to "Item:Q1296719"
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The following pages link to Tail index estimation for dependent data (Q1296719):
Displaying 50 items.
- On the tail index inference for heavy-tailed GARCH-type innovations (Q263253) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Interval estimation for a measure of tail dependence (Q495494) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Consistent estimation of the tail index for dependent data (Q613172) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- An empirical likelihood approach for symmetric \(\alpha\)-stable processes (Q888475) (← links)
- Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence (Q907360) (← links)
- Tail inference: where does the tail begin? (Q907362) (← links)
- A discussion on mean excess plots (Q983173) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- How to make a Hill plot. (Q1848777) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- Hill's estimator for the tail index of an ARMA model (Q1877836) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- An adaptive optimal estimate of the tail index for MA(1) time series (Q1970810) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Volatility regressions with fat tails (Q2227065) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- Consistency of Hill estimators in a linear preferential attachment model (Q2417998) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- A new random field on lattices (Q2670777) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data (Q2700531) (← links)
- Tail index estimation based on survey data (Q2786467) (← links)
- On tail index estimation based on multivariate data (Q2811273) (← links)
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
- On robust tail index estimation for linear long-memory processes (Q2931590) (← links)
- Workload Portfolio Optimization for Virtualized Computer Systems Based on Semiparametric Quantile Function Estimation (Q3101560) (← links)
- (Q3433264) (← links)
- On a Mixture GARCH Time-Series Model (Q3440750) (← links)
- ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE (Q4561969) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- On the foundations of multivariate heavy-tail analysis (Q4822461) (← links)
- Large sample theory for statistics of stable moving averages (Q4831096) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- Consistency of the Hill Estimator for Time Series Observed with Measurement Errors (Q5111854) (← links)
- Hill estimator of projections of functional data on principal components (Q5384664) (← links)
- Sample Path Large Deviations for Order Statistics (Q5391094) (← links)
- Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors (Q5860900) (← links)
- Size distributions reconsidered (Q5860954) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)
- Multivariate Hill Estimators (Q6064653) (← links)
- On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)
