The following pages link to (Q3002175):
Displaying 17 items.
- The limit theorem for maximum of partial sums of exchangeable random variables (Q334084) (← links)
- Editorial: Special issue on extremes in finance (Q482068) (← links)
- Modelling the financial risk associated with U.S. Movie box office earnings (Q834289) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Nonparametric estimation of the conditional extreme-value index with random covariates and censoring (Q900751) (← links)
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Nonparametric estimation of the conditional tail index and extreme quantiles under random censoring (Q1623653) (← links)
- On extremal indices greater than one for a scheme of series (Q1728114) (← links)
- Poisson approximation with applications to stochastic geometry (Q2076617) (← links)
- Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations (Q2121086) (← links)
- The possibility of existence of extremal indices exceeding one (Q2674653) (← links)
- Extremes in random fields. A theory and its applications (Q2851118) (← links)
- A general approach to generate random variates for multivariate copulae (Q4639821) (← links)
- On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem (Q5074420) (← links)
- Portfolio optimization based on artificial neural network and GARCH-EVT-copula models (Q6535937) (← links)
- Risk quantization by magnitude and propensity (Q6543152) (← links)
- Self-normalized Cramér type moderate deviations for martingales and applications (Q6632599) (← links)
