The following pages link to Heavy-Tailed Time Series (Q5110363):
Displaying 48 items.
- Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration (Q1994896) (← links)
- Compound Poisson approximation for regularly varying fields with application to sequence alignment (Q2040067) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- Limit theorems for branching processes with immigration in a random environment (Q2093407) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Choquet random sup-measures with aggregations (Q2121640) (← links)
- The tail process and tail measure of continuous time regularly varying stochastic processes (Q2121643) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- The stopped clock model (Q2148721) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity (Q2158811) (← links)
- On almost sure limit theorems for heavy-tailed products of long-range dependent linear processes (Q2169070) (← links)
- Asymptotic analysis of portfolio diversification (Q2172054) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Multivariate max-stable processes and homogeneous functionals (Q2244507) (← links)
- Convergence of partial sum processes to stable processes with application for aggregation of branching processes (Q2673836) (← links)
- Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
- Palm theory for extremes of stationary regularly varying time series and random fields (Q2688190) (← links)
- Linking representations for multivariate extremes via a limit set (Q5055325) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- (Q5272717) (← links)
- The harmonic mean formula for random processes (Q6046013) (← links)
- A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations (Q6054051) (← links)
- Externalities in the M/G/1 queue: LCFS-PR versus FCFS (Q6063271) (← links)
- Tail processes and tail measures: an approach via Palm calculus (Q6144815) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)
- A new distributional approach: estimation, Monte Carlo simulation and applications to the biomedical data sets (Q6145339) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Causality in extremes of time series (Q6151143) (← links)
- Random networks with heterogeneous reciprocity (Q6151144) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Extreme value inference for heterogeneous power law data (Q6177326) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- On Berman functions (Q6204675) (← links)
- Invasion percolation on power-law branching processes (Q6591591) (← links)
- Clustering of large deviations in moving average processes: the short memory regime (Q6591595) (← links)
- Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
- Transformed-linear models for time series extremes (Q6604023) (← links)
- Branching processes with immigration in a random environment -- the Grincevičius-Grey setup (Q6606013) (← links)
- Shift-invariant homogeneous classes of random fields (Q6614349) (← links)
- Phase transition for extremes of a family of stationary multiple-stable processes (Q6616047) (← links)
- Tail processes for stable-regenerative multiple-stable model (Q6635734) (← links)
