Pages that link to "Item:Q989285"
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The following pages link to Modeling rare events through a \(p\)RARMAX process (Q989285):
Displaying 9 items.
- Detecting influential data points for the Hill estimator in Pareto-type distributions (Q146008) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- The max-INAR(1) model for count processes (Q2273024) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- On tail dependence: a characterization for first-order max-autoregressive processes (Q2435884) (← links)
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
- Estimation of the parameter of a pARMAX model (Q2923377) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
