Pages that link to "Item:Q1430920"
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The following pages link to Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920):
Displaying 13 items.
- On max-stable processes and the functional \(D\)-norm (Q385633) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- Some confidence intervals arising from weak \(l_ p\) spaces (Q689510) (← links)
- Weak convergence of the remainder term in the Bahadur representation of extreme quantiles (Q1263181) (← links)
- Extreme value estimation for discretely sampled continuous processes (Q1633432) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- Asymptotic normality of extreme value estimators on \(C[0,1]\) (Q2493560) (← links)
