Pages that link to "Item:Q1876387"
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The following pages link to Inference on heavy tails from dependent data (Q1876387):
Displaying 19 items.
- Consistent estimation of the tail index for dependent data (Q613172) (← links)
- Sequential monitoring of the tail behavior of dependent data (Q729715) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Weak convergence of the tail empirical process for dependent sequences (Q1004402) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- On tail index estimation using dependent data (Q1178953) (← links)
- A simple robust estimation method for the thickness of heavy tails (Q1299428) (← links)
- Inference for heavy tailed distributions (Q1378778) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- On Gebelein's correlation coefficient (Q1771466) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- Quantile Estimation in Dependent Sequences (Q3321245) (← links)
- Detection of Dependent Heavy-Tailed Signals (Q4580593) (← links)
- A practical method for analysing heavy tailed data (Q5192949) (← links)
- Inference of high quantiles of a heavy-tailed distribution from block data (Q6132711) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
- Extremal properties of evolving networks: local dependence and heavy tails (Q6601560) (← links)
