Concepedia

Extremes Of Dependent Sequences

Extremes of Dependent Sequences is a theoretical framework in extreme value theory that characterizes the asymptotic behavior of extreme values in sequences of random variables exhibiting dependence, distinguished from independent sequences by incorporating mixing conditions or tail dependence structures to model the impact of serial correlation on extreme events.

19

Publications

1.4K

Citations

29

Authors

31

Institutions

Publications per year

2017–2026

2

Parents

Publications

19

Extremes and related properties of random sequences and processes

J. Hüsler · Metrika · 1984 · 492 citations · Full text

, , +12

Extremal Theory for Stochastic Processes

M. R. Leadbetter, Holger Rootzén · The Annals of Probability · 1988 · 294 citations · Full text

, , +14

On the Bahadur representation of sample quantiles for dependent sequences

Wei Biao Wu · The Annals of Statistics · 2005 · 125 citations · Full text

, , +12

Modelling Time Series Extremes

Valérie Chavez‐Demoulin, A. C. Davison · Infoscience (Ecole Polytechnique Fédérale de Lausanne) · 2022 · 90 citations · Full text

, , +14

STOCHASTIC APPROXIMATION PROCEDURES WITH RANDOMLY VARYING TRUNCATIONS

H Chen, Yue Hu · 1986 · 76 citations

, , +16

1–5 of 19

Authors

29

  1. JD
    Jérôme Dedecker

    Université Paris Cité, France

    2 publications · 94 citations

    2

    h-index

  2. ME
    Mark E. Wohar

    University of Nebraska at Omaha, United States

    1 publications · 59 citations

    1

    h-index

  3. VC
    Valérie Chavez‐Demoulin

    University of Lausanne, Switzerland

    1 publications · 90 citations

    1

    h-index

  4. CP
    Clémentine Prieur

    Laboratoire Jean Kuntzmann, France

    1 publications · 72 citations

    1

    h-index

  5. MS
    Murad S. Taqqu

    Boston University, United States

    1 publications · 13 citations

    1

    h-index

1–5 of 29

Institutions

31

  1. Centre National de la Recherche Scientifique

    Paris, France

    2 h-index

    2 publications

    50 citations

  2. Sorbonne Université

    Paris, France

    2 h-index

    2 publications

    100 citations

  3. Laboratoire de Statistique Théorique et Appliquée

    Paris, France

    2 h-index

    2 publications

    100 citations

  4. National University of Singapore

    Singapore, Singapore

    1 h-index

    1 publications

    20 citations

  5. École Polytechnique Fédérale de Lausanne

    Lausanne, Switzerland

    1 h-index

    1 publications

    90 citations

  6. Polish Academy of Sciences

    Warsaw, Poland

    1 h-index

    2 publications

    22 citations

  7. Laboratoire d’Analyse et de Mathématiques Appliquées

    Champs-sur-Marne, France

    1 h-index

    1 publications

    22 citations

  8. University of Ibadan

    Ibadan, Nigeria

    1 h-index

    1 publications

    59 citations

1–8 of 31

Venues

  1. Statistics & Probability Letters

    3 publications · 55 citations

    3

    h-index

  2. Stochastic Processes and their Applications

    3 publications · 126 citations

    3

    h-index

  3. Journal of Statistical Planning and Inference

    2 publications · 40 citations

    2

    h-index

  4. The Annals of Probability

    2 publications · 309 citations

    2

    h-index

  5. Metrika

    1 publications · 492 citations

    1

    h-index

1–5