Pages that link to "Item:Q5568429"
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The following pages link to Extreme Values in Uniformly Mixing Stationary Stochastic Processes (Q5568429):
Displaying 50 items.
- On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow (Q336149) (← links)
- Extreme values for characteristic radii of a Poisson-Voronoi tessellation (Q488103) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- On limiting cluster size distributions for processes of exceedances for stationary sequences (Q613169) (← links)
- Sums of weakly dependent random variables (Q684542) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- On empirical estimation of mode based on weakly dependent samples (Q830555) (← links)
- On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences (Q860710) (← links)
- Extremes of weighted Brownian bridges in increasing dimension (Q907364) (← links)
- Bayesian inference for clustered extremes (Q1003325) (← links)
- Extreme values of autocorrelated sequences (Q1061406) (← links)
- Convergence of thinning processes using compensators (Q1086912) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- Computer experiments for the analysis of extreme-value phenomena (Q1095632) (← links)
- On the extreme order statistics for a stationary sequence (Q1108657) (← links)
- Relative extremal index of two stationary processes (Q1176547) (← links)
- Weak convergence inapplied probability (Q1215215) (← links)
- Conditions for the convergence in distribution of maxima of stationary normal processes (Q1254776) (← links)
- Stationary self-similar extremal processes (Q1263870) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- No-tie conditions for large values of extremal processes (Q2080152) (← links)
- A covariance formula for topological events of smooth Gaussian fields (Q2212611) (← links)
- Poisson approximation (Q2323908) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- A Fréchet law and an Erdős-Philipp law for maximal cuspidal windings (Q2842224) (← links)
- Extreme value distributions of noncolliding diffusion processes (Q3100052) (← links)
- Extreme value theory for non-uniformly expanding dynamical systems (Q3116568) (← links)
- Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- Uniform AR(1) Processes and Maxima on Partial Samples (Q3462383) (← links)
- Variants of the graph dependent model in extreme value theory (Q3805536) (← links)
- Extreme value theory for continuous parameter stationary processes (Q3917239) (← links)
- Limit laws for the maximum and minimum of stationary sequences (Q3933701) (← links)
- (Q4218912) (← links)
- The maximum term of uniformly mixing stationary processes (Q4403505) (← links)
- Estimating tail decay for stationary sequences via extreme values (Q4464172) (← links)
- Almost sure relative stability of the maximum of a stationary sequence (Q4467508) (← links)
- Extremes and local dependence in stationary sequences (Q4743504) (← links)
- TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
- The extremes of random walks in random sceneries (Q5320660) (← links)
- Extremal behaviour of chaotic dynamics (Q5406304) (← links)
- On extreme values in stationary sequences (Q5681340) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- New extreme value theory for maxima of maxima (Q5880089) (← links)
- Almost sure central limit theorems for the maxima of randomly chosen random variables (Q6115843) (← links)
