Pages that link to "Item:Q497485"
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The following pages link to Statistics for tail processes of Markov chains (Q497485):
Displaying 22 items.
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Correction to: ``Limit theorems for empirical processes of cluster functionals'' (Q292896) (← links)
- Inference on the tail process with application to financial time series modeling (Q1644260) (← links)
- \(k\)th-order Markov extremal models for assessing heatwave risks (Q1675708) (← links)
- Polar decomposition of regularly varying time series in star-shaped metric spaces (Q1692078) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Statistics of a class of Markov chains (Q1883967) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Asymptotics for sliding blocks estimators of rare events (Q2040062) (← links)
- Bootstrapping Hill estimator and tail array sums for regularly varying time series (Q2040068) (← links)
- Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397) (← links)
- Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise (Q2059684) (← links)
- Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752) (← links)
- Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960) (← links)
- Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603) (← links)
- Cluster based inference for extremes of time series (Q2239252) (← links)
- Statistical inference for heavy tailed series with extremal independence (Q2303022) (← links)
- Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains (Q3108464) (← links)
- Extreme events of Markov chains (Q5233162) (← links)
- Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Statistics for heteroscedastic time series extremes (Q6178550) (← links)
