Pages that link to "Item:Q650680"
From MaRDI portal
The following pages link to High-level dependence in time series models (Q650680):
Displaying 12 items.
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Storm processes and stochastic geometry (Q906626) (← links)
- Extremal dependence measure and extremogram: the regularly varying case (Q906650) (← links)
- Serial dependence in ARCH-models as measured by tail dependence coefficients (Q2271709) (← links)
- Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
- Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- A Fourier analysis of extreme events (Q2448713) (← links)
