Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: Extreme Values, Regular Variation and Point Processes

1. Poisson limits for U-statistics

   André Dabrowski, Herold Dehling, Thomas Mikosch +1

   МақолаFinancial Risk and Volatility ModelingStochastic Processes and their Applications20020 иқтибос

   ABIABI:AkademIndex/openalex/2002.article.000040

2. Records for time-dependent stationary Gaussian sequences

   Michael Falk, Amir Khorrami Chokami, Simone A. Padoan

   МақолаFinancial Risk and Volatility ModelingJournal of Applied Probability20200 иқтибос

   ABIABI:AkademIndex/openalex/2020.article.000991