Pages that link to "Item:Q4355366"
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The following pages link to On the multivariate extremal index (Q4355366):
Displaying 49 items.
- Likelihood estimation of the extremal index (Q111096) (← links)
- Copula structured M4 processes with application to high-frequency financial data (Q308364) (← links)
- Estimating the upcrossings index (Q384754) (← links)
- Extremes of multivariate ARMAX processes (Q384759) (← links)
- Extremal behavior of pMAX processes (Q395963) (← links)
- Multivariate maxima of moving multivariate maxima (Q449003) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- On approximating max-stable processes and constructing extremal copula functions (Q625312) (← links)
- Multidimensional outlier-proneness of dependent data and the extremal index (Q713812) (← links)
- Tail dependence between order statistics (Q764486) (← 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)
- Asymptotically (in)dependent multivariate maxima of moving maxima process (Q928492) (← links)
- Estimating the multivariate extremal index function (Q1002535) (← links)
- Regular variation and related results for the multivariate GARCH\((p,q)\) model with constant conditional correlations (Q1021853) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- The extremal index of a higher-order stationary Markov chain (Q1296740) (← links)
- Limit distributions for point processes of exceedances of random levels (Q1302068) (← links)
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions (Q1315405) (← links)
- On extremal behaviors of Murty's least index method (Q1332313) (← links)
- Strong convergence of multivariate point processes of exceedances (Q1335343) (← links)
- The asymptotic locations of the maximum and minimum of stationary sequences (Q1611776) (← links)
- Estimating the extremal index through local dependence (Q1650108) (← links)
- On the asymptotic locations of the largest and smallest extremes of a stationary sequence (Q1661585) (← links)
- Multilevel clustering of extremes. (Q1766039) (← links)
- Extremes and clustering of nonstationary max-AR(1) sequences (Q1890734) (← links)
- Extremes of a random number of variables from periodic sequences (Q1890872) (← links)
- Sparse moving maxima models for tail dependence in multivariate financial time series (Q1937200) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- Capturing the multivariate extremal index: bounds and interconnections (Q2271714) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- Extremes of scale mixtures of multivariate time series (Q2348444) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Extremal indices, geometric ergodicity of Markov chains and MCMC (Q2463676) (← links)
- Measuring the extremal dependence (Q2483876) (← links)
- Clustering of upcrossings of high values (Q2655060) (← links)
- Improving financial risk assessment through dependency (Q3153691) (← links)
- Rare events, temporal dependence, and the extremal index (Q3410927) (← links)
- Adaptive Choice and Resampling Techniques in Extremal Index Estimation (Q3459686) (← links)
- The behavior of multivariate maxima of moving maxima processes (Q4660535) (← links)
- Dissecting the multivariate extremal index and tail dependence (Q5142074) (← links)
- On the Multivariate Upcrossings Index (Q5419367) (← links)
- The upcrossings index and the extremal index (Q5441513) (← links)
- Bootstrap and Other Resampling Methodologies in Statistics of Extremes (Q5860259) (← links)
- Asymptotic dependence of bivariate maxima (Q5866066) (← links)
- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures (Q5880054) (← links)
- Extreme Value Theory and Statistics of Univariate Extremes: A Review (Q6064607) (← links)
- Some variations on the extremal index (Q6174430) (← links)
