The following pages link to Modelling time series extremes (Q2921617):
Displaying 27 items.
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Time-varying extreme pattern with dynamic models (Q285844) (← links)
- Latent process modelling of threshold exceedances in hourly rainfall series (Q321463) (← links)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US (Q486166) (← links)
- Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind (Q500864) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data (Q1615275) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Improvement of the nonparametric estimation of functional stationary time series using Yeo-Johnson transformation with application to temperature curves (Q2247643) (← links)
- Extreme value autoregressive model and its applications (Q2320922) (← links)
- Asymptotic behavior of the maximum from distributions subject to trends in location and scale (Q2435726) (← links)
- Extreme value analysis for evaluating ozone control strategies (Q2443142) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- (Q3295397) (← links)
- Extreme Data Breach Losses: An Alternative Approach to Estimating Probable Maximum Loss for Data Breach Risk (Q5027909) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- (Q5214274) (← links)
- (Q5272717) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- Time series procedures to improve extreme quantile estimation (Q6615784) (← links)
- A model for the directional evolution of severe ocean storms (Q6626032) (← links)
- Heatwave duration: characterizations using probabilistic inference (Q6626166) (← links)
- Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
- Modelling non-stationarity in asymptotically independent extremes (Q6626684) (← links)
