A Fourier analysis of extreme events

12 March 2014

Papers citing "A Fourier analysis of extreme events"

6 / 6 papers shown

Title
Whittle estimation based on the extremal spectral density of a heavy-tailed random field E. Damek T. Mikosch Yuwei Zhao J. Zienkiewicz 78 1 0 07 Nov 2022
Tail Adversarial Stability for Regularly Varying Linear Processes and their Extensions Shuyang Bai Ting Zhang AAML 62 2 0 29 Apr 2022
Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables Jozef Baruník Tobias Kley 75 199 0 23 Oct 2015
The integrated periodogram of a dependent extremal event sequence T. Mikosch Yuwei Zhao 74 11 0 13 Mar 2015
Measures of serial extremal dependence and their estimation Richard A. Davis T. Mikosch Yuwei Zhao 115 61 0 25 Mar 2013
Of copulas, quantiles, ranks and spectra: An $L_1$ -approach to spectral analysis Holger Dette Marc Hallin Tobias Kley S. Volgushev 180 72 0 30 Nov 2011