Extremes of scale mixtures of multivariate time series-Reference-Cited by-同舟云学术

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Extremes of scale mixtures of multivariate time series

Published:2015-05 Issue: Volume:137 Page:82-99
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Ferreira Helena,Ferreira Marta^ORCID

Funder

University of Beira Interior

FEDER Funds

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference38 articles.

1. An extremal Markovian sequence;Alpuim;J. Appl. Probab.,1989

2. On the stationary distribution of some extremal Markovian sequences;Alpuim;J. Appl. Probab.,1990

3. Pareto Distributions;Arnold,1983

4. Statistics of Extremes: Theory and Application;Beirlant,2004

5. Regular Variation;Bingham,1987

Cited by 4 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. Complex Network Construction of Multivariate Time Series Using Information Geometry;IEEE Transactions on Systems, Man, and Cybernetics: Systems;2019-01

2. Asymptotic dependence of bivariate maxima;Communications in Statistics - Theory and Methods;2018-11-22

3. Analyzing the Gaver—Lewis Pareto Process under an Extremal Perspective;Risks;2017-06-27

4. Complex Networks from Chaotic Time Series on Riemannian Manifold;Chinese Physics Letters;2016-10

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