Sup-norm convergence rates for Lévy density estimation.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 371, doi. 10.1007/s10687-016-0246-4
- By:
- Publication type:
- Article
Works matching IS 13861999 AND DT 2016 AND VI 19 AND IP 3
Results: 9
1
2
Tail fitting for truncated and non-truncated Pareto-type distributions.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 429, doi. 10.1007/s10687-016-0247-3
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- Publication type:
- Article
3
Mass distributions of two-dimensional extreme-value copulas and related results.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 405, doi. 10.1007/s10687-016-0249-1
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- Publication type:
- Article
4
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 517, doi. 10.1007/s10687-016-0251-7
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- Publication type:
- Article
5
A complete convergence theorem for stationary regularly varying multivariate time series.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 549, doi. 10.1007/s10687-016-0253-5
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- Publication type:
- Article
6
On the measurement and treatment of extremes in time series.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 467, doi. 10.1007/s10687-016-0254-4
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- Publication type:
- Article
7
Bayesian uncertainty management in temporal dependence of extremes.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 491, doi. 10.1007/s10687-016-0258-0
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- Publication type:
- Article
8
Editorial: special issue on time series extremes.
- Published in:
- 2016
- By:
- Publication type:
- Editorial
9
A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values.
- Published in:
- Extremes, 2016, v. 19, n. 3, p. 351, doi. 10.1007/s10687-016-0244-6
- By:
- Publication type:
- Article