The following pages link to (Q3771297):
Displaying 50 items.
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- A flexible dependence model for spatial extremes (Q256468) (← links)
- Extremes on river networks (Q262381) (← links)
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Rates of convergence for extremes of geometric random variables and marked point processes (Q262541) (← links)
- Density expansions of extremes from general error distribution with applications (Q264356) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Limit theory for the sample autocovariance for heavy-tailed stationary infinitely divisible processes generated by conservative flows (Q270200) (← links)
- Extremal properties of the skew-\(t\) distribution (Q273767) (← links)
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles (Q274159) (← links)
- Passage time and fluctuation calculations for subexponential Lévy processes (Q282543) (← links)
- The exact asymptotic behavior of blow-up solutions to a highly degenerate elliptic problem (Q284253) (← links)
- Asymptotic behavior of boundary blow-up solutions to elliptic equations (Q286418) (← links)
- Estimation of high conditional quantiles using the Hill estimator of the tail index (Q286478) (← links)
- Asymptotic properties for distributions and densities of extremes from generalized gamma distribution (Q287393) (← links)
- Bootstrapping sample quantiles of discrete data (Q287523) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- Asymptotics for duration-driven long range dependent processes (Q289190) (← links)
- Multivariate subexponential distributions and their applications (Q291400) (← links)
- Extremes of independent stochastic processes: a point process approach (Q291403) (← links)
- Detecting tail behavior: mean excess plots with confidence bounds (Q291413) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- The impact of competition on prices with numerous firms (Q308600) (← links)
- The asymptotic behavior of a counting process in the max-scheme. A discrete case (Q313731) (← links)
- Boundary behavior of large solutions to \(p\)-Laplacian elliptic equations (Q321954) (← links)
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables (Q325016) (← links)
- Condensation and symmetry-breaking in the zero-range process with weak site disorder (Q326829) (← links)
- Extreme eigenvalues of sparse, heavy tailed random matrices (Q326830) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Blow-up rate of the unique solution for a class of one-dimensional equations with a weakly superlinear nonlinearity (Q343197) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Expansions on extremes from logarithmic general error distribution under power normalization (Q345377) (← links)
- Approximation and estimation of very small probabilities of multivariate extreme events (Q347151) (← links)
- The Brownian map is the scaling limit of uniform random plane quadrangulations (Q362061) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications (Q370897) (← links)
- Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences (Q376267) (← links)
- Local behaviour of singular solutions for nonlinear elliptic equations in divergence form (Q376591) (← links)
- Convergence to extremal processes in random environments and extremal ageing in SK models (Q377507) (← links)
- Branching Brownian motion seen from its tip (Q377526) (← links)
- Roots of random polynomials whose coefficients have logarithmic tails (Q378815) (← links)
- Asymptotic expansions for moments of skew-normal extremes (Q385084) (← links)
- On convergence of extremes under power normalization (Q385626) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Gumbel fluctuations for cover times in the discrete torus (Q389274) (← links)
