The following pages link to (Q3833345):
Displaying 44 items.
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- Likelihood estimation of the extremal index (Q111096) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Modeling clusters of extreme values (Q483518) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- The extremal index, hitting time statistics and periodicity (Q715212) (← links)
- The multivariate extremal index and the dependence structure of a multivariate extreme value distribution (Q820208) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Modeling rare events through a \(p\)RARMAX process (Q989285) (← links)
- On the max-semistable limit of maxima of stationary sequences with missing values (Q1007466) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- On the exceedance point process for a stationary sequence (Q1089678) (← links)
- On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences (Q1126128) (← links)
- On a basis for ''peaks over threshold'' modeling (Q1181131) (← links)
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process (Q1298881) (← links)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- Clustering of high values in random fields (Q1693609) (← links)
- The extremal index of sub-sampled processes (Q1878839) (← links)
- Extremes of a random number of variables from periodic sequences (Q1890872) (← links)
- On the limit distributions of sums of mixing Bernoulli random variables (Q1892978) (← links)
- On extremal dependence: some contributions (Q1936535) (← links)
- Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
- Speed of convergence for laws of rare events and escape rates (Q2258838) (← links)
- Tail and dependence behavior of levels that persist for a fixed period of time (Q2271707) (← links)
- The max-INAR(1) model for count processes (Q2273024) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- On the extremal behavior of a Pareto process: an alternative for ARMAX modeling (Q2893932) (← links)
- Records Properties of Non Stationary Time Series (Q3391876) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- (Q3473940) (← links)
- Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes (Q3644308) (← links)
- (Q4241689) (← links)
- Extremes of Some Sub-Sampled Time Series (Q4455673) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- The upcrossings index and the extremal index (Q5441513) (← links)
- Limiting crossing probabilities of random fields (Q5754698) (← links)
- Extremal index blocks estimator: the threshold and the block size choice (Q5861451) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- On the extremes of the max-INAR(1) process for time series of counts (Q5875314) (← links)
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour (Q5931393) (← links)
- Limit distribution for point processes of high local maxima (Q5945256) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements (Q6592005) (← links)
