Ferreira, Helena; Ferreira, Marta Asymptotic dependence of bivariate maxima. (English) Zbl 07539711 Commun. Stat., Theory Methods 48, No. 13, 3269-3279 (2019). MSC: 60G70 × Cite Format Result Cite Review PDF Full Text: DOI Link
Winter, Hugo C.; Tawn, Jonathan A. \(k\)th-order Markov extremal models for assessing heatwave risks. (English) Zbl 1373.60092 Extremes 20, No. 2, 393-415 (2017). MSC: 60G70 62G32 62P12 × Cite Format Result Cite Review PDF Full Text: DOI
Bortot, Paola; Gaetan, Carlo Latent process modelling of threshold exceedances in hourly rainfall series. (English) Zbl 1347.62238 J. Agric. Biol. Environ. Stat. 21, No. 3, 531-547 (2016). MSC: 62P12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Bortot, Paola; Gaetan, Carlo A latent process model for temporal extremes. (English) Zbl 1309.62090 Scand. J. Stat. 41, No. 3, 606-621 (2014). MSC: 62G32 62M10 86A32 × Cite Format Result Cite Review PDF Full Text: DOI
Resnick, Sidney I.; Zeber, David Asymptotics of Markov kernels and the tail chain. (English) Zbl 1270.60061 Adv. Appl. Probab. 45, No. 1, 186-213 (2013). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60G70 60J05 62P05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Ferreira, M. On tail dependence: a characterization for first-order max-autoregressive processes. (English. Russian original) Zbl 1281.62196 Math. Notes 90, No. 6, 882-893 (2011); translation from Mat. Zametki 90, No. 6, 902-917 (2011). MSC: 62M10 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Drees, Holger; Rootzén, Holger Limit theorems for empirical processes of cluster functionals. (English) Zbl 1210.62051 Ann. Stat. 38, No. 4, 2145-2186 (2010); correction ibid. 44, No. 3, 1360-1361 (2016). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G32 60G70 60F17 62G30 60F05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ferreira, Marta; Canto e Castro, Luísa Modeling rare events through a \(p\)RARMAX process. (English) Zbl 1372.62006 J. Stat. Plann. Inference 140, No. 11, 3552-3566 (2010). MSC: 62G05 62G32 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Ramos, Alexandra; Ledford, Anthony A new class of models for bivariate joint tails. (English) Zbl 1231.62093 J. R. Stat. Soc., Ser. B, Stat. Methodol. 71, No. 1, 219-241 (2009). MSC: 62H05 62G32 62G20 62H20 × Cite Format Result Cite Review PDF Full Text: DOI
Elek, Péter; Zempléni, András Modelling extremes of time-dependent data by Markov-switching structures. (English) Zbl 1159.62056 J. Stat. Plann. Inference 139, No. 6, 1953-1967 (2009). MSC: 62M10 62M05 62P12 62G32 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Coles, Stuart; Pericchi, Luis Anticipating catastrophes through extreme value modelling. (English) Zbl 1111.62366 J. R. Stat. Soc., Ser. C, Appl. Stat. 52, No. 4, 405-416 (2003). MSC: 62P12 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Sisson, Scott; Coles, Stuart Modelling dependence uncertainty in the extremes of Markov chain. (English) Zbl 1088.60052 Extremes 6, No. 4, 283-300 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 60J27 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Segers, Johan Functionals of clusters of extremes. (English) Zbl 1043.60043 Adv. Appl. Probab. 35, No. 4, 1028-1045 (2003). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60G70 62G32 × Cite Format Result Cite Review PDF Full Text: DOI Link
Mendes, Beatriz Vaz de Melo; Moretti, Alba Regina Improving financial risk assessment through dependency. (English) Zbl 0999.62086 Stat. Model. 2, No. 2, 103-122 (2002). MSC: 62P05 62G32 × Cite Format Result Cite Review PDF Full Text: DOI
Schlather, Martin Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution. (English) Zbl 0982.62052 Stat. Probab. Lett. 53, No. 3, 325-329 (2001). MSC: 62G32 62E99 × Cite Format Result Cite Review PDF Full Text: DOI