Pages that link to "Item:Q1622510"
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The following pages link to Extreme quantile estimation for \(\beta\)-mixing time series and applications (Q1622510):
Displaying 12 items.
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- A large deviation inequality for \(\beta\)-mixing time series and its applications to the functional kernel regression model (Q680473) (← links)
- Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- Measuring and comparing risks of different types (Q2670105) (← links)
- Tail and quantile estimation for real-valued \(\beta\)-mixing spatial data (Q2693222) (← links)
- GARCH-UGH: a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series (Q5092644) (← links)
- Time-Variant Nonparametric Extreme Quantile Estimation with Application to Us Temperature Data (Q5164144) (← links)
- Improved estimators of tail index and extreme quantiles under dependence serials (Q6172066) (← links)
- Estimation of the adjusted standard-deviatile for extreme risks (Q6536918) (← links)
