On the link between dependence and independence in extreme value theory for dynamical systems

Ana Cristina Moreira Freitas; Jorge Milhazes Freitas

doi:10.1016/j.spl.2007.11.002

On the link between dependence and independence in extreme value theory for dynamical systems

Statistics & Probability Letters ◽

10.1016/j.spl.2007.11.002 ◽

2008 ◽

Vol 78 (9) ◽

pp. 1088-1093 ◽

Cited By ~ 48

Author(s):

Ana Cristina Moreira Freitas ◽

Jorge Milhazes Freitas

Keyword(s):

Dynamical Systems ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

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Extreme Value Theory for Randomly Perturbed Dynamical Systems

Extremes and Recurrence in Dynamical Systems ◽

10.1002/9781118632321.ch7 ◽

2016 ◽

pp. 145-166

Keyword(s):

Dynamical Systems ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

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Applications of Extreme Value Theory in Dynamical Systems for the Analysis of Blood Pressure Data

Handbook of Applications of Chaos Theory ◽

10.1201/b20232-30 ◽

2017 ◽

pp. 647-655

Author(s):

Davide Faranda

Keyword(s):

Blood Pressure ◽

Dynamical Systems ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Pressure Data ◽

Blood Pressure Data

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Extreme value theory of evolving phenomena in complex dynamical systems: Firing cascades in a model of a neural network

Chaos An Interdisciplinary Journal of Nonlinear Science ◽

10.1063/1.5120570 ◽

2020 ◽

Vol 30 (4) ◽

pp. 043118

Author(s):

Theophile Caby ◽

Giorgio Mantica

Keyword(s):

Neural Network ◽

Dynamical Systems ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Complex Dynamical Systems

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Extreme value theory for non-uniformly expanding dynamical systems

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-2011-05271-2 ◽

2012 ◽

Vol 364 (2) ◽

pp. 661-688 ◽

Cited By ~ 32

Author(s):

Mark Holland ◽

Matthew Nicol ◽

Andrei Török

Keyword(s):

Dynamical Systems ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

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Extreme Value Theory for Selected Dynamical Systems

Extremes and Recurrence in Dynamical Systems ◽

10.1002/9781118632321.ch6 ◽

2016 ◽

pp. 97-144

Keyword(s):

Dynamical Systems ◽

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

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Extreme Value Theory and Archimedean Copulas

Scandinavian Actuarial Journal ◽

10.1080/03461230110106534 ◽

2004 ◽

Vol 2004 (3) ◽

pp. 211-228 ◽

Cited By ~ 1

Author(s):

Mario V. Wüthrich

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Archimedean Copulas

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Extreme Value Theory and Dependence.

10.21236/ada159138 ◽

1985 ◽

Author(s):

M. R. Leadbetter

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

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Extreme Value Theory for Suprema of Random Variables with Regularly Varying Tail Probabilities.

10.21236/ada179126 ◽

1986 ◽

Author(s):

Tailen Hsing

Keyword(s):

Extreme Value Theory ◽

Random Variables ◽

Value Theory ◽

Extreme Value ◽

Tail Probabilities ◽

Regularly Varying

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Extreme value theory and high quantile convergence

The Journal of Operational Risk ◽

10.21314/jop.2006.009 ◽

2006 ◽

Vol 1 (2) ◽

pp. 51-57 ◽

Cited By ~ 11

Author(s):

Mikhail Makarov

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

High Quantile

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Efficient filtering of financial time series and extreme value theory

The Journal of Risk ◽

10.21314/jor.2005.107 ◽

2005 ◽

Vol 7 (2) ◽

pp. 63-84 ◽

Cited By ~ 4

Author(s):

Kaj Nyström ◽

Jimmy Skoglund

Keyword(s):

Time Series ◽

Extreme Value Theory ◽

Financial Time Series ◽

Value Theory ◽

Extreme Value ◽

Financial Time

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