Cluster based inference for extremes of time series-Reference-Cited by-同舟云学术

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Cluster based inference for extremes of time series

Published:2021-12 Issue: Volume:142 Page:1-33
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Drees Holger^ORCID,Janßen Anja,Neblung Sebastian

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference27 articles.

1. On the Harris recurrence of iterated random Lipschitz functions and related convergence rate results;Alsmeyer;J. Theoret. Probab.,2003

2. Regular variation of GARCH processes;Basrak;Stochastic Process. Appl.,2002

3. Regularly varying multivariate time series;Basrak;Stochastic Process. Appl.,2009

4. Stochastic Models with Power-Law Tails;Buraczewski,2016

5. Extreme Value Theory in Engineering;Castillo,2012

Cited by 3 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. Large deviations of ℓp-blocks of regularly varying time series and applications to cluster inference;Stochastic Processes and their Applications;2023-07

2. Stable sums to infer high return levels of multivariate rainfall time series;Environmetrics;2022-11-29

3. Palm theory for extremes of stationary regularly varying time series and random fields;Extremes;2022-10-24

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