Editorial: special issue on time series extremes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10687-016-0262-4.pdf
Reference24 articles.
1. Avram, F., Taqqu, M.S.: Weak convergence of sums of moving averages in the α-stable domain of attraction. Ann. Probab. 20, 483–503 (1992)
2. Basrak, B., Krizmanić, D., Segers, Johan: A functional limit theorem for dependent sequences with infinite variance stable limits. Ann. Probab. 40(5), 2008–2033 (2012)
3. Basrak, B., Segers, J.: Regularly varying multivariate time series. Stochastic Processes and their Applications 119(4), 1055–1080 (2009)
4. Basrak, B., Tafro, A.: A complete convergence theorem for stationary regularly varying multivariate time series. Extremes 20(3) (2016)
5. Bücher, A., Segers, J.: Extreme value copula estimation based on block maxima of a multivariate stationary time series. Extremes 17, 495–528 (2014)
Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Tail measure and spectral tail process of regularly varying time series;The Annals of Applied Probability;2018-12-01
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