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Polar decomposition of regularly varying time series in star-shaped metric spaces
12 references·0 citing·42 second hop
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this work references cited by second hop

References

  • 1987Extreme Values, Regular Variation and Point Processes3,165 cited
  • 1983Extremes and local dependence in stationary sequences411 cited
  • 2009The extremogram: A correlogram for extreme events218 cited
  • 2008Regularly varying multivariate time series200 cited
  • 2002Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence159 cited
  • 2004Extremal behavior of regularly varying stochastic processes92 cited
  • 2014Regularly varying measures on metric spaces: Hidden regular variation and hidden jumps91 cited
  • 2015Functional regular variations, Pareto processes and peaks over threshold69 cited
  • 2013Measures of serial extremal dependence and their estimation58 cited
  • 2012A functional limit theorem for dependent sequences with infinite variance stable limits53 cited
  • 2015Heavy tailed time series with extremal independence41 cited
  • 2014Markov Tail Chains30 cited

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