The integrated periodogram of a dependent extremal event sequence

13 March 2015

Papers citing "The integrated periodogram of a dependent extremal event sequence"

4 / 4 papers shown

Title
A Fourier analysis of extreme events T. Mikosch Yuwei Zhao 87 15 0 12 Mar 2014
Measures of serial extremal dependence and their estimation Richard A. Davis T. Mikosch Yuwei Zhao 100 61 0 25 Mar 2013
The extremogram: A correlogram for extreme events Richard A. Davis T. Mikosch 151 215 0 12 Jan 2010
New Techniques for Empirical Process of Dependent Data H. Dehling O. Durieu Dalibor Volný 114 45 0 18 Jun 2008