Heavy tailed time series with extremal independence

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Heavy tailed time series with extremal independence

5 July 2013

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Papers citing "Heavy tailed time series with extremal independence"

7 / 7 papers shown

Title
Graphical models for multivariate extremes Sebastian Engelke Manuel Hentschel Michael Lalancette Frank Rottger 39 6 0 03 Feb 2024
Decomposable Tail Graphical Models Adrian Casey I. Papastathopoulos 61 2 0 10 Feb 2023
Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration M. Barczy Bojan Basrak P. Kevei G. Pap Hrvoje Planinić 36 3 0 03 Oct 2019
Hidden tail chains and recurrence equations for dependence parameters associated with extremes of higher-order Markov chains I. Papastathopoulos Adrian Casey J. Tawn 79 5 0 10 Mar 2019
Graphical Models for Extremes Sebastian Engelke Adrien Hitz 164 115 0 04 Dec 2018
Statistical inference for heavy tailed series with extremal independence Clémonell Bilayi-Biakana Rafal Kulik P. Soulier 87 3 0 29 Apr 2018
Estimation of the marginal expected shortfall under asymptotic independence J. Cai Eni Musta 15 15 0 13 Sep 2017