Pages that link to "Item:Q2303022"
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The following pages link to Statistical inference for heavy tailed series with extremal independence (Q2303022):
Displaying 13 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Inference for heavy tailed distributions (Q1378778) (← links)
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- Inference for heavy tailed stationary time series based on sliding blocks (Q1746555) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Heavy tailed time series with extremal independence (Q2352978) (← links)
- Measures of serial extremal dependence and their estimation (Q2447645) (← links)
- Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
- ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS (Q4807322) (← links)
- Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
- Inference for extremal regression with dependent heavy-tailed data (Q6183770) (← links)
