Extreme value theory applied to multi-channel communication systems

J.H.B. Deane; G.G. Johnstone; A.W. Ledford; M.J. Underhill

doi:10.1049/el:19970591

Extreme value theory applied to multi-channel communication systems

Electronics Letters ◽

10.1049/el:19970591 ◽

1997 ◽

Vol 33 (10) ◽

pp. 832 ◽

Cited By ~ 1

Author(s):

J.H.B. Deane ◽

G.G. Johnstone ◽

A.W. Ledford ◽

M.J. Underhill

Keyword(s):

Extreme Value Theory ◽

Communication Systems ◽

Value Theory ◽

Extreme Value

Download Full-text

Performance evaluation of optical communication systems using extreme value theory

IEE Seminar on Optical Fibre Communications and Electronic Signal Processing ◽

10.1049/ic:20050548 ◽

2005 ◽

Cited By ~ 1

Author(s):

Y. Kopsinis ◽

J.S. Thompson ◽

B. Mulgrew

Keyword(s):

Performance Evaluation ◽

Optical Communication ◽

Extreme Value Theory ◽

Communication Systems ◽

Value Theory ◽

Extreme Value ◽

Optical Communication Systems

Download Full-text

Performance Monitoring of Digital Communication Systems Using Extreme-Value Theory

IRE Transactions on Communications Systems ◽

10.1109/tcom.1976.1093414 ◽

1976 ◽

Vol 24 (9) ◽

pp. 1032-1036 ◽

Cited By ~ 7

Author(s):

L. Milstein

Keyword(s):

Extreme Value Theory ◽

Communication Systems ◽

Performance Monitoring ◽

Digital Communication ◽

Value Theory ◽

Extreme Value ◽

Digital Communication Systems

Download Full-text

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

Download Full-text

Extreme Value Theory and Dependence.

10.21236/ada159138 ◽

1985 ◽

Author(s):

M. R. Leadbetter

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

The Journal of Risk ◽

10.21314/jor.2010.220 ◽

2010 ◽

Vol 13 (2) ◽

pp. 23-55 ◽

Cited By ~ 5

Author(s):

Jan Viebig ◽

Thorsten Poddig

Keyword(s):

Extreme Value Theory ◽

Hedge Fund ◽

Value Theory ◽

Extreme Value ◽

Copula Theory ◽

Asymmetric Dependence ◽

Extreme Returns ◽

Dependence Structures

Download Full-text

Specification test for threshold estimation in extreme value theory

The Journal of Operational Risk ◽

10.21314/jop.2014.145 ◽

2014 ◽

Vol 9 (2) ◽

pp. 23-37

Author(s):

Lourenco Couto Miranda

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Threshold Estimation ◽

Specification Test

Download Full-text

Estimating the Value-at-Risk: A Comparative Study of the Extreme Value Theory and Transformed Kernel Density Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2009130 ◽

2012 ◽

Author(s):

Yi Ling Michelle-Joy Low

Keyword(s):

At Risk ◽

Comparative Study ◽

Extreme Value Theory ◽

Value At Risk ◽

Kernel Density ◽

Value Theory ◽

Extreme Value

Download Full-text