Becker-Kern, Peter Existence of multivariate max-universal laws. (English) Zbl 1088.60047 Extremes 7, No. 4, 377-391 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60E99 × Cite Format Result Cite Review PDF Full Text: DOI
Diop, Aliou; Guegan, Dominique Tail behavior of a threshold autoregressive stochastic volatility model. (English) Zbl 1090.62115 Extremes 7, No. 4, 367-375 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI Link
Barbe, Ph.; McCormick, W. P. Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics. (English) Zbl 1091.62006 Extremes 7, No. 4, 337-365 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62E20 62G32 62E99 41A60 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Kukush, Alexander; Chernikov, Yuri; Pfeifer, Dietmar Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend. (English) Zbl 1087.62118 Extremes 7, No. 4, 309-336 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62P05 62G32 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Stephenson, Alec; Tawn, Jonathan Bayesian inference for extremes: accounting for the three extremal types. (English) Zbl 1090.62025 Extremes 7, No. 4, 291-307 (2004). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62F15 62G32 65C40 × Cite Format Result Cite Review PDF Full Text: DOI