Pages that link to "Item:Q2656597"
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The following pages link to Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597):
Displaying 12 items.
- Causal discovery in heavy-tailed models (Q820829) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← 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)
- Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution (Q2102980) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Independent block identification in multivariate time series (Q4997685) (← links)
- Reweighted madogram-type estimator of Pickands dependence function (Q6101735) (← links)
- On the disjoint and sliding block maxima method for piecewise stationary time series (Q6172189) (← links)
- Estimating POT second-order parameter for bias correction (Q6536885) (← links)
- Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
