Pages that link to "Item:Q2405224"
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The following pages link to Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series (Q2405224):
Displaying 15 items.
- On the maximum likelihood estimator for the generalized extreme-value distribution (Q1693610) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- The coupling method in extreme value theory (Q2040094) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Consistency of Bayesian inference for multivariate max-stable distributions (Q2148985) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- On second order conditions in the multivariate block maxima and peak over threshold method (Q2274967) (← links)
- Maximum likelihood estimators based on the block maxima method (Q2419654) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Modeling panels of extremes (Q2686048) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
- Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
- Detecting Structural Differences in Tail Dependence of Financial Time Series (Q6626314) (← links)
