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Extreme values of non-stationary random sequences
4 references·3 citing·21 second hop
Extreme values of non-stationary random sequences (1986)Extreme values of non-stationary random s…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…Extremes and local dependence in stationary sequences (1983)Extremes and local dependence…Extremes of Moving Averages of Stable Processes (1978)Extremes of Moving Averages o…On extreme values in stationary sequences (1974)On extreme values in stationa…Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures (2014)Probabilistic Choice with an …A seasonal Markov model for extremely low temperatures (1994)A seasonal Markov model for e…α-Stable limit theorems for sums of dependent random vectors (1989)α-Stable limit theorems for s…Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Models for Exceedances Over High Thresholds (1990)Functional Peaks-Over-Threshold Analysis (2022)Stable Limits for Partial Sums of Dependent Random Variables (1983)Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities (1985)A large deviations approach to limit theory for heavy-tailed time series (2015)Individual Choice Behavior: A Theoretical Analysis. (1960)Extreme Values, Regular Variation and Point Processes (1987)Discrete Choice Methods with Simulation (2001)Threshold Methods for Sample Extremes (1984)Extremal Theory for Stochastic Processes (1988)Evidence for sharp increase in the economic damages of extreme natural disasters (2019)Distributions that are both subexponential and in the domain of attraction of an extreme-value distribution (1988)Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (1988)Inference for the limiting cluster size distribution of extreme values (2009)On the exceedance point process for a stationary sequence (1988)ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA (2010)Uniform change point tests in high dimension (2015)Extreme Correlation of International Equity Markets (2001)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
this work references cited by second hop

References

  • 1990The Asymptotic Theory of Extreme Order Statistics1,830 cited
  • 1983Extremes and local dependence in stationary sequences406 cited
  • 1974On extreme values in stationary sequences271 cited
  • 1978Extremes of Moving Averages of Stable Processes77 cited

Cited by

  • 1994A seasonal Markov model for extremely low temperatures45 cited
  • 1989α-Stable limit theorems for sums of dependent random vectors36 cited
  • 2014Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures1 cited

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