Pages that link to "Item:Q4660535"
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The following pages link to The behavior of multivariate maxima of moving maxima processes (Q4660535):
Displaying 35 items.
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- Extremal shot noises, heavy tails and max-stable random fields (Q906645) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Maxima of moving maxima of continuous functions (Q907278) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Extremal financial risk models and portfolio evaluation (Q1010574) (← links)
- Regularly varying multivariate time series (Q1016605) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- Quotient correlation: a sample based alternative to Pearson's correlation (Q2426632) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- Generalized madogram and pairwise dependence of maxima over two regions of a random field (Q2948107) (← links)
- Four general multivariate stationary extremal Markovian processes (Q2965554) (← links)
- Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
- Stability and contagion measures for spatial extreme value analyses (Q5179069) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- Modeling short-ranged dependence in block extrema with application to polar temperature data (Q6626382) (← links)
