Pages that link to "Item:Q2447645"
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The following pages link to Measures of serial extremal dependence and their estimation (Q2447645):
Displaying 35 items.
- Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Tail dependence for regularly varying time series (Q1954603) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Asymptotic properties of the empirical spatial extremogram (Q2821478) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Fourier Analysis of Serial Dependence Measures (Q4604007) (← links)
- Componentwise different tail solutions for bivariate stochastic recurrence equations with application to ${\rm GARCH}(1,1)$ processes (Q4614245) (← links)
- The extremogram and the cross-extremogram for a bivariate GARCH(1, 1) process (Q5197406) (← links)
- An informatic approach to a long memory stationary process (Q6068780) (← links)
- A weighted composite log-likelihood approach to parametric estimation of the extreme quantiles of a distribution (Q6176327) (← links)
- Extremal Dependence-Based Specification Testing of Time Series (Q6190738) (← links)
- Partial Tail-Correlation Coefficient Applied to Extremal-Network Learning (Q6637459) (← links)
