The following pages link to (Q4298923):
Displaying 50 items.
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Extreme value copula estimation based on block maxima of a multivariate stationary time series (Q488112) (← links)
- Editorial: Special issue on time series extremes (Q508716) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Accounting for choice of measurement scale in extreme value modeling (Q614177) (← links)
- Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
- On the computation of the extremal index for time series (Q781842) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data (Q977651) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- On some estimates based on sample behavior near high level excursions (Q1326312) (← links)
- Cluster size distributions of extreme values for the Poisson-Voronoi tessellation (Q1634173) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- A sliding blocks estimator for the extremal index (Q1952012) (← 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)
- Extremes and regular variation (Q2080146) (← links)
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution (Q2093412) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- On regenerative estimation of extremal index in queueing systems (Q2151354) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Modelling dependence uncertainty in the extremes of Markov chain (Q2488432) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation (Q3084953) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Functionals of clusters of extremes (Q4454111) (← links)
- Estimation for heavy tailed moving average process (Q4568272) (← links)
- Test for the existence of finite moments via bootstrap (Q4634442) (← links)
- Estimating the maximum (Q4651815) (← links)
