Pages that link to "Item:Q1890734"
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The following pages link to Extremes and clustering of nonstationary max-AR(1) sequences (Q1890734):
Displaying 15 items.
- Stationary max-stable processes with the Markov property (Q402414) (← links)
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws (Q419293) (← links)
- Extremal clustering in non-stationary random sequences (Q825998) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Nonlinear prediction in max-autoregressive processes (Q1033969) (← links)
- Extreme value theory for a class of nonstationary time series with applications (Q1364401) (← links)
- Limit laws for maxima of a stationary random sequence with random sample size (Q1944370) (← links)
- Maxima and sums of non-stationary random length sequences (Q2198601) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- Multivariate extremes of random scores of particles in branching processes with max-linear heredity (Q2314102) (← links)
- Statistical analysis of first-order MARMA processes (Q2518003) (← links)
- Maximum term of a particular autoregressivesequence with discrete margins (Q4337153) (← links)
- Extremes of Some Sub-Sampled Time Series (Q4455673) (← links)
- Limit distribution for point processes of high local maxima (Q5945256) (← links)
- Asymptotic properties of extremal Markov processes driven by Kendall convolution (Q6071172) (← links)
