Pages that link to "Item:Q1004402"

The following pages link to Weak convergence of the tail empirical process for dependent sequences (Q1004402):

Displaying 33 items.

• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
• Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
• On the measurement and treatment of extremes in time series (Q508717) (← links)
• The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method (Q626299) (← links)
• Weak convergence of Vervaat and Vervaat error processes of long-range dependent sequences (Q939127) (← links)
• Limit theorems for empirical processes of cluster functionals (Q988001) (← links)
• Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
• Estimating the multivariate extremal index function (Q1002535) (← links)
• Some aspects of extreme value statistics under serial dependence (Q1003318) (← links)
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
• An improved method for forecasting spare parts demand using extreme value theory (Q1753565) (← links)
• Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
• Weak limits for exploratory plots in the analysis of extremes (Q1940761) (← links)
• The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
• A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
• Risk forecasting in the context of time series (Q2304433) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Estimation of the expected shortfall given an extreme component under conditional extreme value model (Q2417999) (← links)
• Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
• Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
• (Q4035193) (← links)
• ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (Q4933584) (← links)
• Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
• TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS (Q5199499) (← links)
• CHANGE POINT TESTS FOR THE TAIL INDEX OF<i>β</i>-MIXING RANDOM VARIABLES (Q5357392) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
• Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
• Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
• On uniform confidence intervals for the tail index and the extreme quantile (Q6664639) (← links)