Pages that link to "Item:Q111091"
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The following pages link to Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091):
Displaying 21 items.
- exdex (Q79191) (← links)
- Estimating the parameters of rare events (Q756321) (← links)
- On blocks and runs estimators of the extremal index (Q1298703) (← links)
- Extremal index estimation for a weakly dependent stationary sequence (Q1317263) (← links)
- Weak consistency of extreme value estimators in \(C[0,1]\) (Q1430920) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
- Multiple thresholds in extremal parameter estimation (Q2311600) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597) (← links)
- Strong convergence of multivariate maxima (Q5109504) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
- Limit theorems for non-degenerate U-statistics of block maxima for time series (Q6595783) (← links)
- Threshold selection for extremal index estimation (Q6611222) (← links)
