Stable sums to infer high return levels of multivariate rainfall time series

Cites Work

Unnamed Item
Unnamed Item
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
Large deviations for solutions to stochastic recurrence equations under Kesten's condition
Precise large deviations for dependent regularly varying sequences
Extremes of multivariate ARMAX processes
The extremogram: a correlogram for extreme events
Stable limits for sums of dependent infinite variance random variables
Estimating the multivariate extremal index function
Regularly varying multivariate time series
Extremes and related properties of random sequences and processes
Minimal conditions in \(p\)-stable limit theorems
Minimal conditions in \(p\)-stable limit theorems. II
Semi-parametric estimation of the second order parameter in statistics of extremes
An invariance principle for sums and record times of regularly varying stationary sequences
Inference on the tail process with application to financial time series modeling
On the asymptotic normality of the maximum-likelihood estimate when sampling from a stable distribution
The supremum of a negative drift random walk with dependent heavy-tailed steps.
Point process and partial sum convergence for weakly dependent random variables with infinite variance
Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
Cluster based inference for extremes of time series
Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
Risk Measures and Multivariate Extensions of Breiman's Theorem
Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach
Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds
Stable Distributions in Statistical Inference: 2. Information from Stably Distributed Samples
Inference for Clusters of Extreme Values
Extremes and local dependence in stationary sequences
Univariate Stable Distributions
Stable Distributions in Statistical Inference: 1. Symmetric Stable Distributions Compared to Other Symmetric Long-Tailed Distributions
Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide
Advances in statistical modeling of spatial extremes
Flexible semiparametric generalized Pareto modeling of the entire range of rainfall amount

This page was built for publication: Stable sums to infer high return levels of multivariate rainfall time series