Pages that link to "Item:Q427977"
From MaRDI portal
The following pages link to Extreme value theory for nonstationary random coefficients time series with regularly varying tails (Q427977):
Displaying 8 items.
- Extreme value theory for a class of nonstationary time series with applications (Q1364401) (← links)
- Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Extreme value theory for space-time processes with heavy-tailed distributions (Q2476290) (← links)
- On the extremes of a class of nonstationary processes with heavy tailed innovations (Q5040234) (← links)
- Discussion on “on studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” (Q5880055) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880057) (← links)
- Discussion of ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ (Q5880059) (← links)
