Pages that link to "Item:Q2893932"
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The following pages link to On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932):
Displaying 9 items.
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- Renewal theory for extremal Markov sequences of Kendall type (Q2175321) (← links)
- Tail dependence and smoothness of time series (Q2666039) (← links)
- Pareto processes (Q2734959) (← links)
- Estimation of the parameter of a pARMAX model (Q2923377) (← links)
- Tail Dependence Under Sample Failures (Q5216296) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
- Testing nonlinearity of heavy-tailed time series (Q6643335) (← links)