Pages that link to "Item:Q1600711"
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The following pages link to Moving-maximum models for extrema of time series (Q1600711):
Displaying 20 items.
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Maxima of moving maxima of continuous functions (Q907278) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- A note on the asymptotic distribution of the maxima in disaggregated time-series models. (Q1423095) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Recursive max-linear models with propagating noise (Q2233590) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- (Q5375275) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
