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Functionals of clusters of extremes
13 references·0 citing·33 second hop
Functionals of clusters of extremes (2003)Functionals of clusters of extremesDiagnostics for Dependence within Time Series Extremes (2003)Diagnostics for Dependence wi…On the distribution of tail array sums for strongly mixing stationary sequences (1998)On the distribution of tail a…Models for the extremes of Markov chains (1998)Models for the extremes of Ma…Modelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Markov chain models for threshold exceedances (1997)Markov chain models for thres…Extremal Behaviour of Stationary Markov Chains with Applications (1994)Extremal Behaviour of Station…Estimating the Extremal Index (1994)Estimating the Extremal IndexThe extremal index for a Markov chain (1992)The extremal index for a Mark…On a basis for ‘Peaks over Threshold’ modeling (1991)On a basis for ‘Peaks over Th…On a Basis for 'Peaks Over Threshold' Modeling (1990)On a Basis for 'Peaks Over Th…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Extremes and local dependence in stationary sequences (1983)Extremes and local dependence…Domains of Attraction of Multivariate Extreme Value Distributions (1983)Domains of Attraction of Mult…Applied Probability and Queues (1987)Extreme Values, Regular Variation and Point Processes (1987)Models for Exceedances Over High Thresholds (1990)Multivariate generalized Pareto distributions (2006)Extreme events: dynamics, statistics and prediction (2011)Statistics of Extremes (2015)Bivariate Extreme Value Theory: Models and Estimation (1988)A Comparison of Methods for Estimating the Extremal Index (2000)Estimating return levels from serially dependent extremes (2012)Statistics for near independence in multivariate extreme values (1996)Non‐parametric Estimation of Tail Dependence (2005)A review of quantification methodologies for multi-hazard interrelationships (2019)Modelling Extremal Events (1997)Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (2012)Modelling Time Series Extremes (2022)Threshold Methods for Sample Extremes (1984)Estimating Tails of Probability Distributions (1987)On the exceedance point process for a stationary sequence (1988)Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam (2012)Space–Time Modelling of Extreme Events (2013)A Moment Estimator for the Index of an Extreme-Value Distribution (1989)The Asymptotic Theory of Extreme Order Statistics (1990)Likelihood estimation of the extremal index (2007)Extremal Theory for Stochastic Processes (1988)Evidence for sharp increase in the economic damages of extreme natural disasters (2019)Max Domains of Attraction of Univariate and Multivariate p -Max Stable Laws (1993)A conditional extreme value volatility estimator based on high-frequency returns (2006)Asymptotic Results for the Sum of Dependent Non-identically Distributed Random Variables (2008)Models for Stationary Max-Stable Random Fields (2002)Stationary max-stable fields associated to negative definite functions (2009)Likelihood-Based Inference for Max-Stable Processes (2010)Extreme-quantile tracking for financial time series (2014)An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates (2015)
this work references cited by second hop

References

  • 1984A Spectral Representation for Max-stable Processes521 cited
  • 1997Modelling Dependence within Joint Tail Regions424 cited
  • 1983Extremes and local dependence in stationary sequences406 cited
  • 1994Estimating the Extremal Index269 cited
  • 1991On a basis for ‘Peaks over Threshold’ modeling210 cited
  • 1997Markov chain models for threshold exceedances200 cited
  • 2003Diagnostics for Dependence within Time Series Extremes140 cited
  • 1990On a Basis for 'Peaks Over Threshold' Modeling133 cited
  • 1983Domains of Attraction of Multivariate Extreme Value Distributions120 cited
  • 1992The extremal index for a Markov chain115 cited
  • 1994Extremal Behaviour of Stationary Markov Chains with Applications78 cited
  • 1998Models for the extremes of Markov chains64 cited
  • 1998On the distribution of tail array sums for strongly mixing stationary sequences42 cited

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