Pages that link to "Item:Q687706"

The following pages link to Prediction of stationary max-stable processes (Q687706):

Displaying 25 items.

• Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
• Conditional sampling for max-stable processes with a mixed moving maxima representation (Q483523) (← links)
• On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
• Storm processes and stochastic geometry (Q906626) (← links)
• The pairwise beta distribution: A flexible parametric multivariate model for extremes (Q990894) (← links)
• Regularly varying multivariate time series (Q1016605) (← links)
• The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
• Models for stationary max-stable random fields (Q1424664) (← links)
• Moving-maximum models for extrema of time series (Q1600711) (← links)
• Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
• Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (Q1939994) (← links)
• On the estimation and application of max-stable processes (Q2266884) (← links)
• On the association of sum- and max-stable processes (Q2267631) (← links)
• Multivariate extremes of random scores of particles in branching processes with max-linear heredity (Q2314102) (← links)
• Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
• Statistical analysis of first-order MARMA processes (Q2518003) (← links)
• Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
• Conditional sampling for spectrally discrete max-stable random fields (Q3021246) (← links)
• On the structure and representations of max-stable processes (Q3059699) (← links)
• The Extremal Dependence Measure and Asymptotic Independence (Q3157856) (← links)
• The behavior of multivariate maxima of moving maxima processes (Q4660535) (← links)
• Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty (Q5066495) (← links)
• On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
• Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880061) (← links)
• Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)