Pages that link to "Item:Q1747428"
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The following pages link to Functional regular variations, Pareto processes and peaks over threshold (Q1747428):
Displaying 26 items.
- Efficient inference and simulation for elliptical Pareto processes (Q110572) (← links)
- The generalized Pareto process; with a view towards application and simulation (Q470047) (← links)
- Implicit extremes and implicit max-stable laws (Q1675704) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties (Q1742736) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Implicit max-stable extremal integrals (Q2028563) (← links)
- Empirical tail copulas for functional data (Q2054523) (← links)
- Testing for changes in the tail behavior of Brown-Resnick Pareto processes (Q2066970) (← links)
- A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
- Space-time trend detection and dependence modeling in extreme event approaches by functional peaks-over-thresholds: application to precipitation in Burkina Faso (Q2081845) (← links)
- Tail measures and regular variation (Q2144349) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Max-stable processes and the functional \(D\)-norm revisited (Q2352975) (← links)
- Peaks-over-threshold stability of multivariate generalized Pareto distributions (Q2482625) (← links)
- Generalized Pareto processes and fund liquidity risk (Q4554499) (← links)
- One- versus multi-component regular variation and extremes of Markov trees (Q5005037) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events (Q5169503) (← links)
- A modeler's guide to extreme value software (Q6144812) (← links)
- High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields (Q6144814) (← links)
- Regular variation in Hilbert spaces and principal component analysis for functional extremes (Q6570492) (← links)
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes (Q6601111) (← links)
- Advances in statistical modeling of spatial extremes (Q6602343) (← links)
