Pages that link to "Item:Q1317263"
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The following pages link to Extremal index estimation for a weakly dependent stationary sequence (Q1317263):
Displaying 43 items.
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Uniform estimator of the extremal index of stochastic recurrent sequences (Q355296) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- Rare events for Cantor target sets (Q778808) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- On the distribution of tail array sums for strongly mixing stationary sequences (Q1296609) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- On extremal indices greater than one for a scheme of series (Q1728114) (← links)
- The extremes of a triangular array of normal random variables (Q1814757) (← links)
- Regenerative block-bootstrap confidence intervals for tail and extremal indexes (Q1951155) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Are there common values in first-price auctions? A tail-index nonparametric test (Q2439866) (← links)
- Approximate distributions of clusters of extremes (Q2573256) (← links)
- Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation (Q3084953) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- Extreme value theory for stochastic processes (Q4844222) (← links)
- ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- Extremes of Homogeneous Gaussian Random Fields (Q5252236) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- Rare events for product fractal sets <sup>*</sup> (Q5877419) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Clustering of extreme values: estimation and application (Q6549698) (← links)
