Pages that link to "Item:Q1054368"
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The following pages link to Point processes and multivariate extreme values (Q1054368):
Displaying 44 items.
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Dense classes of multivariate extreme value distributions (Q391525) (← links)
- Max-stable processes for modeling extremes observed in space and time (Q395885) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- Properties of extremal dependence models built on bivariate MAX-linearity (Q511993) (← links)
- Local asymptotic normality in a stationary model for spatial extremes (Q608321) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Multivariate records and hitting scenarios (Q726129) (← links)
- Maxima of moving maxima of continuous functions (Q907278) (← links)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- It was 30 years ago today when Laurens de Haan went the multivariate way (Q1003319) (← links)
- Stationary max-stable fields associated to negative definite functions (Q1035869) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- Stationary min-stable stochastic processes (Q1065455) (← links)
- Extreme value theory for suprema of random variables with regularly varying tail probabilities (Q1079865) (← links)
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483) (← links)
- Moving-maximum models for extrema of time series (Q1600711) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Diagnostic check for heavy tail in linear time series (Q1731253) (← links)
- Extreme value theory for multivariate stationary sequences (Q1822865) (← links)
- Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
- Testing for a \(\delta \)-neighborhood of a generalized Pareto copula (Q2000742) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices (Q2077358) (← links)
- On the estimation and application of max-stable processes (Q2266884) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes (Q2463680) (← links)
- Extremal properties of M4 processes (Q2513932) (← links)
- Efficient estimation and particle filter for max-stable processes (Q2930901) (← links)
- ON THE ORDERING OF ASYMPTOTIC PAIRWISE NEGATIVELY DEPENDENT STRUCTURE OF STOCHASTIC PROCESSES (Q4554847) (← links)
- The behavior of multivariate maxima of moving maxima processes (Q4660535) (← links)
- Parameter Estimation for the Tail Distribution of a Random Sequence (Q4921613) (← links)
- Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang (Q5880060) (← links)
- An extended sparse max-linear moving model with application to high-frequency financial data (Q5880168) (← links)
- Nonparametric estimation of the dependence function in bivariate extreme value distributions (Q5933442) (← links)
- A new blocks estimator for the extremal index (Q6078230) (← links)
- Clustering of extreme values: estimation and application (Q6549698) (← links)
