Pages that link to "Item:Q2239252"
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The following pages link to Cluster based inference for extremes of time series (Q2239252):
Displaying 11 items.
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- Fuzzy clustering of time series using extremes (Q1697502) (← links)
- Extremal clustering under moderate long range dependence and moderately heavy tails (Q2074983) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Risk forecasting in the context of time series (Q2304433) (← links)
- On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151) (← links)
- Inference for Clusters of Extreme Values (Q4665873) (← links)
- An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior (Q5417550) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Stable sums to infer high return levels of multivariate rainfall time series (Q6626593) (← links)
