Liu, Xijun; Gao, Qingwu Uniform asymptotics for a nonstandard compound renewal risk model with dependence structures and stochastic return on investments. (English) Zbl 07772216 Commun. Stat., Theory Methods 53, No. 2, 641-665 (2024). MSC: 62P05 62E20 60E05 PDFBibTeX XMLCite \textit{X. Liu} and \textit{Q. Gao}, Commun. Stat., Theory Methods 53, No. 2, 641--665 (2024; Zbl 07772216) Full Text: DOI
Ferreira, Helena; Ferreira, Marta A new blocks estimator for the extremal index. (English) Zbl 07753665 Commun. Stat., Theory Methods 52, No. 21, 7660-7668 (2023). MSC: 60G70 62G32 PDFBibTeX XMLCite \textit{H. Ferreira} and \textit{M. Ferreira}, Commun. Stat., Theory Methods 52, No. 21, 7660--7668 (2023; Zbl 07753665) Full Text: DOI arXiv
Shen, Xinmei; Yuan, Meng; Lu, Dawei Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims. (English) Zbl 07736121 Commun. Stat., Theory Methods 52, No. 19, 6878-6895 (2023). MSC: 62E20 62P05 91B30 PDFBibTeX XMLCite \textit{X. Shen} et al., Commun. Stat., Theory Methods 52, No. 19, 6878--6895 (2023; Zbl 07736121) Full Text: DOI
Scotto, Manuel G.; Gouveia, Sónia On the extremes of the max-INAR(1) process for time series of counts. (English) Zbl 07649692 Commun. Stat., Theory Methods 52, No. 4, 1136-1154 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{M. G. Scotto} and \textit{S. Gouveia}, Commun. Stat., Theory Methods 52, No. 4, 1136--1154 (2023; Zbl 07649692) Full Text: DOI
Zhang, Lvyun; Chen, Shouquan A class of location invariant estimators for heavy tailed distributions. (English) Zbl 07649647 Commun. Stat., Theory Methods 52, No. 3, 896-917 (2023). MSC: 60G70 62G32 62F12 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{S. Chen}, Commun. Stat., Theory Methods 52, No. 3, 896--917 (2023; Zbl 07649647) Full Text: DOI
Sharpe, James; Juárez, Miguel A. Estimation of the Pareto and related distributions – a reference-intrinsic approach. (English) Zbl 07649626 Commun. Stat., Theory Methods 52, No. 3, 523-542 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Sharpe} and \textit{M. A. Juárez}, Commun. Stat., Theory Methods 52, No. 3, 523--542 (2023; Zbl 07649626) Full Text: DOI arXiv
Jiang, Yingying; Li, Baokun Tail behavior and extremes of the beta-normal distribution. (English) Zbl 07562271 Commun. Stat., Theory Methods 51, No. 14, 4991-5002 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Jiang} and \textit{B. Li}, Commun. Stat., Theory Methods 51, No. 14, 4991--5002 (2022; Zbl 07562271) Full Text: DOI
Shenkman, Natalia Min-infinite divisibility of the bivariate Marshall-Olkin copulas. (English) Zbl 07532269 Commun. Stat., Theory Methods 51, No. 1, 226-231 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Shenkman}, Commun. Stat., Theory Methods 51, No. 1, 226--231 (2022; Zbl 07532269) Full Text: DOI
Wang, Kaiyong; Mao, Yanzhu Asymptotics of the finite-time ruin probability of dependent risk model perturbed by diffusion with a constant interest rate. (English) Zbl 07532929 Commun. Stat., Theory Methods 50, No. 4, 932-943 (2021). MSC: 62P05 62E10 60F05 62-XX PDFBibTeX XMLCite \textit{K. Wang} and \textit{Y. Mao}, Commun. Stat., Theory Methods 50, No. 4, 932--943 (2021; Zbl 07532929) Full Text: DOI
Kumar, Nitin; Gupta, U. C. Analysis of a population model with batch Markovian arrivals influenced by Markov arrival geometric catastrophes. (English) Zbl 07530972 Commun. Stat., Theory Methods 50, No. 13, 3137-3158 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Kumar} and \textit{U. C. Gupta}, Commun. Stat., Theory Methods 50, No. 13, 3137--3158 (2021; Zbl 07530972) Full Text: DOI
Jasiński, Krzysztof Asymptotic behavior of the ratio of weak \(k\)th records. (English) Zbl 07549016 Commun. Stat., Theory Methods 49, No. 1, 16-26 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Jasiński}, Commun. Stat., Theory Methods 49, No. 1, 16--26 (2020; Zbl 07549016) Full Text: DOI
Loukissas, Fotios Uniform asymptotic behavior of tail probability of maxima in a time-dependent renewal risk model. (English) Zbl 07530004 Commun. Stat., Theory Methods 49, No. 24, 6112-6120 (2020). MSC: 60F10 60F05 60G05 62-XX PDFBibTeX XMLCite \textit{F. Loukissas}, Commun. Stat., Theory Methods 49, No. 24, 6112--6120 (2020; Zbl 07530004) Full Text: DOI
Chukwudum, Queensley C.; Mwita, Peter; Mung’atu, Joseph K. Optimal threshold determination based on the mean excess plot. (English) Zbl 07529995 Commun. Stat., Theory Methods 49, No. 24, 5948-5963 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. C. Chukwudum} et al., Commun. Stat., Theory Methods 49, No. 24, 5948--5963 (2020; Zbl 07529995) Full Text: DOI
Liao, Xin; Xiong, Qian; Weng, Zhichao Joint distributional expansions of maxima and minima from skew-normal samples. (English) Zbl 07529994 Commun. Stat., Theory Methods 49, No. 24, 5930-5947 (2020). MSC: 62E20 60G70 60F15 60F05 62-XX PDFBibTeX XMLCite \textit{X. Liao} et al., Commun. Stat., Theory Methods 49, No. 24, 5930--5947 (2020; Zbl 07529994) Full Text: DOI
Torres, Raúl; Di Bernardino, Elena; Laniado, Henry; Lillo, Rosa E. On the estimation of extreme directional multivariate quantiles. (English) Zbl 07529969 Commun. Stat., Theory Methods 49, No. 22, 5504-5534 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{R. Torres} et al., Commun. Stat., Theory Methods 49, No. 22, 5504--5534 (2020; Zbl 07529969) Full Text: DOI arXiv
Ding, Liwang; Chen, Ping; Yongming, Li On some inequalities for \(\psi \)-mixing sequences and its applications in conditional value-at-risk estimate. (English) Zbl 07529966 Commun. Stat., Theory Methods 49, No. 22, 5455-5467 (2020). MSC: 62G05 62G20 62E20 62-XX PDFBibTeX XMLCite \textit{L. Ding} et al., Commun. Stat., Theory Methods 49, No. 22, 5455--5467 (2020; Zbl 07529966) Full Text: DOI
Chatrabgoun, Omid; Daneshkhah, Alireza; Parham, Gholamali On the functional central limit theorem for first passage time of nonlinear semi-Markov reward processes. (English) Zbl 07529923 Commun. Stat., Theory Methods 49, No. 19, 4737-4750 (2020). MSC: 60K05 60K30 62-XX PDFBibTeX XMLCite \textit{O. Chatrabgoun} et al., Commun. Stat., Theory Methods 49, No. 19, 4737--4750 (2020; Zbl 07529923) Full Text: DOI
Abd Elgawad, M. A.; Barakat, H. M.; Xiong, S. Limit distributions of random record model in a stationary Gaussian sequence. (English) Zbl 1511.60041 Commun. Stat., Theory Methods 49, No. 5, 1099-1119 (2020). MSC: 60F05 62E20 62E15 PDFBibTeX XMLCite \textit{M. A. Abd Elgawad} et al., Commun. Stat., Theory Methods 49, No. 5, 1099--1119 (2020; Zbl 1511.60041) Full Text: DOI
Lin, Jianxi Second order tail behaviour of randomly weighted heavy-tailed sums and their maxima. (English) Zbl 1511.60067 Commun. Stat., Theory Methods 49, No. 11, 2648-2670 (2020). MSC: 60G50 60G70 62E20 62P05 91B05 PDFBibTeX XMLCite \textit{J. Lin}, Commun. Stat., Theory Methods 49, No. 11, 2648--2670 (2020; Zbl 1511.60067) Full Text: DOI
Pereira, Luísa; Fonseca, Cecília Statistical methods for assessing the contagion of spatial extreme events among regions. (English) Zbl 07539707 Commun. Stat., Theory Methods 48, No. 13, 3208-3218 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{L. Pereira} and \textit{C. Fonseca}, Commun. Stat., Theory Methods 48, No. 13, 3208--3218 (2019; Zbl 07539707) Full Text: DOI
Bazyari, Abouzar; Roozegar, Rasool Finite time ruin probability and structural density properties in the presence of dependence in insurance risk model. (English) Zbl 07530884 Commun. Stat., Theory Methods 48, No. 5, 1284-1304 (2019). MSC: 62G32 62F99 62E20 PDFBibTeX XMLCite \textit{A. Bazyari} and \textit{R. Roozegar}, Commun. Stat., Theory Methods 48, No. 5, 1284--1304 (2019; Zbl 07530884) Full Text: DOI
Lee, Seyoon; Kim, Joseph H. T. Exponentiated generalized Pareto distribution: properties and applications towards extreme value theory. (English) Zbl 07530863 Commun. Stat., Theory Methods 48, No. 8, 2014-2038 (2019). MSC: 62H10 PDFBibTeX XMLCite \textit{S. Lee} and \textit{J. H. T. Kim}, Commun. Stat., Theory Methods 48, No. 8, 2014--2038 (2019; Zbl 07530863) Full Text: DOI arXiv
Guo, Fenglong; Wang, Dingcheng; Peng, Jiangyan Tail asymptotic of discounted aggregate claims with compound dependence under risky investment. (English) Zbl 07530626 Commun. Stat., Theory Methods 48, No. 4, 810-830 (2019). MSC: 62E20 62P05 PDFBibTeX XMLCite \textit{F. Guo} et al., Commun. Stat., Theory Methods 48, No. 4, 810--830 (2019; Zbl 07530626) Full Text: DOI
Lu, Dawei; Song, Lixin; Li, Fuqi Uniform asymptotics for discounted aggregate claims in dependent multi-risk model. (English) Zbl 07530624 Commun. Stat., Theory Methods 48, No. 4, 781-793 (2019). MSC: 91B30 60G51 60K05 PDFBibTeX XMLCite \textit{D. Lu} et al., Commun. Stat., Theory Methods 48, No. 4, 781--793 (2019; Zbl 07530624) Full Text: DOI
Miao, Yu; Xu, Xiaoyan A note on the almost sure central limit theorem for the product of partial sums of \(m\)-dependent random variables. (English) Zbl 07530010 Commun. Stat., Theory Methods 48, No. 9, 2102-2112 (2019). MSC: 60F10 PDFBibTeX XMLCite \textit{Y. Miao} and \textit{X. Xu}, Commun. Stat., Theory Methods 48, No. 9, 2102--2112 (2019; Zbl 07530010) Full Text: DOI
Wang, Shijie; Hu, Yiyu; Yang, LianQiang; Wang, Wensheng Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation. (English) Zbl 1508.60058 Commun. Stat., Theory Methods 47, No. 20, 5054-5063 (2018). MSC: 60G70 60G50 62E20 62P05 91G05 PDFBibTeX XMLCite \textit{S. Wang} et al., Commun. Stat., Theory Methods 47, No. 20, 5054--5063 (2018; Zbl 1508.60058) Full Text: DOI
Li, Tingting; Peng, Zuoxiang Moment convergence of powered normal extremes. (English) Zbl 1508.62056 Commun. Stat., Theory Methods 47, No. 14, 3453-3463 (2018). MSC: 62E20 60F05 60G70 PDFBibTeX XMLCite \textit{T. Li} and \textit{Z. Peng}, Commun. Stat., Theory Methods 47, No. 14, 3453--3463 (2018; Zbl 1508.62056) Full Text: DOI arXiv
Huang, Jianwen; Wang, Jianjun; Luo, Guowang; Pu, Hao Higher order expansion for moments of extreme for generalized Maxwell distribution. (English) Zbl 1508.62055 Commun. Stat., Theory Methods 47, No. 14, 3441-3452 (2018). MSC: 62E20 60F15 60G70 PDFBibTeX XMLCite \textit{J. Huang} et al., Commun. Stat., Theory Methods 47, No. 14, 3441--3452 (2018; Zbl 1508.62055) Full Text: DOI
Jin, Hao; Zhang, Si; Zhang, Jinsuo; Zhang, Shougang Bootstrap procedures for variance breaks test in time series with a changing trend. (English) Zbl 1508.62215 Commun. Stat., Theory Methods 47, No. 18, 4609-4627 (2018). MSC: 62M10 62G10 62E20 60F17 62M07 PDFBibTeX XMLCite \textit{H. Jin} et al., Commun. Stat., Theory Methods 47, No. 18, 4609--4627 (2018; Zbl 1508.62215) Full Text: DOI
Chen, Shouquan; Du, Lingling Asymptotic expansions of density of normalized extremes from logarithmic general error distribution. (English) Zbl 1368.62034 Commun. Stat., Theory Methods 46, No. 7, 3459-3478 (2017). MSC: 62E20 60G70 60F15 60F05 PDFBibTeX XMLCite \textit{S. Chen} and \textit{L. Du}, Commun. Stat., Theory Methods 46, No. 7, 3459--3478 (2017; Zbl 1368.62034) Full Text: DOI
Amini, Morteza; Nematollahi, Nader Estimation of the parameter of a dynamically selected population for two subclasses of the exponential family. (English) Zbl 1368.62049 Commun. Stat., Theory Methods 46, No. 7, 3217-3234 (2017). MSC: 62F10 62F07 62C15 PDFBibTeX XMLCite \textit{M. Amini} and \textit{N. Nematollahi}, Commun. Stat., Theory Methods 46, No. 7, 3217--3234 (2017; Zbl 1368.62049) Full Text: DOI arXiv
Cang, Yuquan; Yang, Yang On extremal behavior of aggregation of largest claims. (English) Zbl 1366.62194 Commun. Stat., Theory Methods 46, No. 2, 917-926 (2017). MSC: 62P05 62E20 91B30 PDFBibTeX XMLCite \textit{Y. Cang} and \textit{Y. Yang}, Commun. Stat., Theory Methods 46, No. 2, 917--926 (2017; Zbl 1366.62194) Full Text: DOI
Wang, Dan; Guo, Pengjiang; Xia, Zhiming Detection and estimation of structural change in heavy-tailed sequence. (English) Zbl 1360.62210 Commun. Stat., Theory Methods 46, No. 2, 815-827 (2017). MSC: 62G10 62G05 62F40 PDFBibTeX XMLCite \textit{D. Wang} et al., Commun. Stat., Theory Methods 46, No. 2, 815--827 (2017; Zbl 1360.62210) Full Text: DOI
Grabchak, Michael A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times. (English) Zbl 1360.60052 Commun. Stat., Theory Methods 46, No. 1, 446-456 (2017). MSC: 60F05 60G50 60G51 PDFBibTeX XMLCite \textit{M. Grabchak}, Commun. Stat., Theory Methods 46, No. 1, 446--456 (2017; Zbl 1360.60052) Full Text: DOI arXiv
Wang, Houchun; Ling, Nengxiang On the Gerber-Shiu function with random discount rate. (English) Zbl 1360.62067 Commun. Stat., Theory Methods 46, No. 1, 210-220 (2017). MSC: 62E20 60K05 PDFBibTeX XMLCite \textit{H. Wang} and \textit{N. Ling}, Commun. Stat., Theory Methods 46, No. 1, 210--220 (2017; Zbl 1360.62067) Full Text: DOI
Liu, Qing; Mao, Tiantian; Hu, Taizhong Closure properties of the second-order regular variation under convolutions. (English) Zbl 1360.60099 Commun. Stat., Theory Methods 46, No. 1, 104-119 (2017). MSC: 60G70 62P05 91B30 PDFBibTeX XMLCite \textit{Q. Liu} et al., Commun. Stat., Theory Methods 46, No. 1, 104--119 (2017; Zbl 1360.60099) Full Text: DOI
Zhang, Chenhua; Kan, Shaobai Uniform approximation of the tail probability of weighted sums of subexponential random variables. (English) Zbl 1362.62039 Commun. Stat., Theory Methods 45, No. 21, 6290-6298 (2016). Reviewer: Lutz Edler (Heidelberg) MSC: 62E20 60E05 62P05 91B30 PDFBibTeX XMLCite \textit{C. Zhang} and \textit{S. Kan}, Commun. Stat., Theory Methods 45, No. 21, 6290--6298 (2016; Zbl 1362.62039) Full Text: DOI
Beran, Jan On the effect of long-range dependence on extreme value copula estimation with fixed marginals. (English) Zbl 1349.62393 Commun. Stat., Theory Methods 45, No. 19, 5590-5618 (2016). MSC: 62M10 62G32 60F17 62G20 PDFBibTeX XMLCite \textit{J. Beran}, Commun. Stat., Theory Methods 45, No. 19, 5590--5618 (2016; Zbl 1349.62393) Full Text: DOI
Mao, Tiantian; Hua, Lei Second-order regular variation inherited from Laplace-Stieltjes transforms. (English) Zbl 1345.62035 Commun. Stat., Theory Methods 45, No. 15, 4569-4588 (2016). MSC: 62E20 60E05 PDFBibTeX XMLCite \textit{T. Mao} and \textit{L. Hua}, Commun. Stat., Theory Methods 45, No. 15, 4569--4588 (2016; Zbl 1345.62035) Full Text: DOI
Hashorva, Enkelejd; Ling, Chengxiu Maxima of skew elliptical triangular arrays. (English) Zbl 1343.60061 Commun. Stat., Theory Methods 45, No. 12, 3692-3705 (2016). MSC: 60G70 60G15 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{C. Ling}, Commun. Stat., Theory Methods 45, No. 12, 3692--3705 (2016; Zbl 1343.60061) Full Text: DOI arXiv
Bodnar, Rostyslav; Bodnar, Taras; Schmid, Wolfgang Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices. (English) Zbl 1342.62143 Commun. Stat., Theory Methods 45, No. 12, 3421-3440 (2016). MSC: 62M10 62M20 60G70 62P20 91B84 PDFBibTeX XMLCite \textit{R. Bodnar} et al., Commun. Stat., Theory Methods 45, No. 12, 3421--3440 (2016; Zbl 1342.62143) Full Text: DOI
Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel On the distribution of some ordered variables. (English) Zbl 1338.62059 Commun. Stat., Theory Methods 45, No. 7, 2137-2142 (2016). MSC: 62E15 PDFBibTeX XMLCite \textit{S. Nadarajah} et al., Commun. Stat., Theory Methods 45, No. 7, 2137--2142 (2016; Zbl 1338.62059) Full Text: DOI
Schmiedt, Anja B. Domains of attraction of asymptotic distributions of extreme generalized order statistics. (English) Zbl 1339.60063 Commun. Stat., Theory Methods 45, No. 7, 2089-2104 (2016). MSC: 60G70 62G30 62G32 62E20 PDFBibTeX XMLCite \textit{A. B. Schmiedt}, Commun. Stat., Theory Methods 45, No. 7, 2089--2104 (2016; Zbl 1339.60063) Full Text: DOI
Hashorva, Enkelejd; Weng, Zhichao Limit laws for maxima of contracted stationary Gaussian sequences. (English) Zbl 1335.60022 Commun. Stat., Theory Methods 44, No. 21, 4641-4650 (2015). MSC: 60F05 60F15 60G70 60G15 60G10 PDFBibTeX XMLCite \textit{E. Hashorva} and \textit{Z. Weng}, Commun. Stat., Theory Methods 44, No. 21, 4641--4650 (2015; Zbl 1335.60022) Full Text: DOI arXiv
Ravi, S.; Praveena, A. S. On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions. (English) Zbl 1366.60045 Commun. Stat., Theory Methods 44, No. 1, 115-124 (2015). MSC: 60E05 60G70 PDFBibTeX XMLCite \textit{S. Ravi} and \textit{A. S. Praveena}, Commun. Stat., Theory Methods 44, No. 1, 115--124 (2015; Zbl 1366.60045) Full Text: DOI
Xing, Guo-Dong; Yang, Shan-Chao; Li, Yong-Ming Strong consistency of conditional value-at-risk estimate for \(\varphi\)-mixing samples. (English) Zbl 1332.60047 Commun. Stat., Theory Methods 43, No. 23, 5105-5113 (2014). MSC: 60F15 62G05 62G20 PDFBibTeX XMLCite \textit{G.-D. Xing} et al., Commun. Stat., Theory Methods 43, No. 23, 5105--5113 (2014; Zbl 1332.60047) Full Text: DOI
Huang, Yu; Li, Yongling; Xu, Maochao Analysis of order statistics from distributions with regularly varying tails. (English) Zbl 1311.60026 Commun. Stat., Theory Methods 43, No. 13, 2702-2713 (2014). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 60E15 60K10 62G30 PDFBibTeX XMLCite \textit{Y. Huang} et al., Commun. Stat., Theory Methods 43, No. 13, 2702--2713 (2014; Zbl 1311.60026) Full Text: DOI
Yang, Yang Estimate for the finite-time ruin probability in the discrete-time risk model with insurance and financial risks. (English) Zbl 1458.62258 Commun. Stat., Theory Methods 43, No. 10-12, 2094-2104 (2014). MSC: 62P05 60G70 PDFBibTeX XMLCite \textit{Y. Yang}, Commun. Stat., Theory Methods 43, No. 10--12, 2094--2104 (2014; Zbl 1458.62258) Full Text: DOI
Giuliano, Rita; Macci, Claudio Large deviation principles for sequences of maxima and minima. (English) Zbl 1294.60048 Commun. Stat., Theory Methods 43, No. 6, 1077-1098 (2014). MSC: 60F10 60G70 62G30 62H05 PDFBibTeX XMLCite \textit{R. Giuliano} and \textit{C. Macci}, Commun. Stat., Theory Methods 43, No. 6, 1077--1098 (2014; Zbl 1294.60048) Full Text: DOI
Demos, Antonis; Kyriakopoulou, Dimitra Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models. (English) Zbl 1319.62190 Commun. Stat., Theory Methods 42, No. 10, 1713-1747 (2013). MSC: 62M10 62E20 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{A. Demos} and \textit{D. Kyriakopoulou}, Commun. Stat., Theory Methods 42, No. 10, 1713--1747 (2013; Zbl 1319.62190) Full Text: DOI
Andrade, J. A. A.; Dorea, C. C. Y.; Guevara Otiniano, C. E. On the robustness of Bayesian modelling of location and scale structures using heavy-tailed distributions. (English) Zbl 1294.62046 Commun. Stat., Theory Methods 42, No. 8, 1502-1514 (2013). MSC: 62F15 62F35 PDFBibTeX XMLCite \textit{J. A. A. Andrade} et al., Commun. Stat., Theory Methods 42, No. 8, 1502--1514 (2013; Zbl 1294.62046) Full Text: DOI
Lin, Fuming; Jiang, Yingying A general version of the short-tailed symmetric distribution. (English) Zbl 1271.62029 Commun. Stat., Theory Methods 41, No. 10-12, 2088-2095 (2012). MSC: 62E20 62E10 60E05 PDFBibTeX XMLCite \textit{F. Lin} and \textit{Y. Jiang}, Commun. Stat., Theory Methods 41, No. 10--12, 2088--2095 (2012; Zbl 1271.62029) Full Text: DOI
Balakrishna, N.; Hareesh, G. Stable autoregressive models and signal estimation. (English) Zbl 1286.37067 Commun. Stat., Theory Methods 41, No. 10-12, 1969-1988 (2012). MSC: 37M10 60G35 PDFBibTeX XMLCite \textit{N. Balakrishna} and \textit{G. Hareesh}, Commun. Stat., Theory Methods 41, No. 10--12, 1969--1988 (2012; Zbl 1286.37067) Full Text: DOI
Qeadan, Fares; Kozubowski, Thomas J.; Panorska, Anna K. The joint distribution of the sum and the maximum of IID exponential random variables. (English) Zbl 1246.60025 Commun. Stat., Theory Methods 41, No. 3 (2012). MSC: 60E05 60E07 60F05 60G50 62E15 PDFBibTeX XML Full Text: DOI
Yeh, Hsiaw-Chan Characterizations of the general multivariate Weibull distributions. (English) Zbl 1244.62075 Commun. Stat., Theory Methods 41, No. 1, 76-87 (2012). MSC: 62H05 62E20 60E10 PDFBibTeX XMLCite \textit{H.-C. Yeh}, Commun. Stat., Theory Methods 41, No. 1, 76--87 (2012; Zbl 1244.62075) Full Text: DOI
González, Luis G.; González-Farías, Graciela; Levati, M. Vittoria Identifying preferences for conditional cooperation using individual beliefs. (English) Zbl 1284.91152 Commun. Stat., Theory Methods 40, No. 17, 3099-3118 (2011). MSC: 91B18 91A90 91A05 91A20 PDFBibTeX XMLCite \textit{L. G. González} et al., Commun. Stat., Theory Methods 40, No. 17, 3099--3118 (2011; Zbl 1284.91152) Full Text: DOI
Ugwuowo, F. I.; Udoumoh, E. F. Multi-stage semi-Markov models for recovery process. (English) Zbl 1227.62107 Commun. Stat., Theory Methods 40, No. 16, 3011-3019 (2011). MSC: 62P10 92C50 62M05 62M09 PDFBibTeX XMLCite \textit{F. I. Ugwuowo} and \textit{E. F. Udoumoh}, Commun. Stat., Theory Methods 40, No. 16, 3011--3019 (2011; Zbl 1227.62107) Full Text: DOI
Ramos, Alexandra; Ledford, Anthony An alternative point process framework for modeling multivariate extreme values. (English) Zbl 1216.62149 Commun. Stat., Theory Methods 40, No. 12, 2205-2224 (2011). MSC: 62M99 62E20 60G55 60G70 65C60 PDFBibTeX XMLCite \textit{A. Ramos} and \textit{A. Ledford}, Commun. Stat., Theory Methods 40, No. 12, 2205--2224 (2011; Zbl 1216.62149) Full Text: DOI
Lin, Fuming; Zhang, Xinhua; Peng, Zuoxiang; Jiang, Yingying On the rate of convergence of STSD extremes. (English) Zbl 1217.62020 Commun. Stat., Theory Methods 40, No. 10, 1795-1806 (2011). MSC: 62E20 62G32 60F05 PDFBibTeX XMLCite \textit{F. Lin} et al., Commun. Stat., Theory Methods 40, No. 10, 1795--1806 (2011; Zbl 1217.62020) Full Text: DOI
Adam, M. B.; Tawn, J. A. Modification of Pickands’ dependence function for ordered bivariate extreme distribution. (English) Zbl 1220.62054 Commun. Stat., Theory Methods 40, No. 9, 1687-1700 (2011). MSC: 62G32 62E10 60E15 62G30 PDFBibTeX XMLCite \textit{M. B. Adam} and \textit{J. A. Tawn}, Commun. Stat., Theory Methods 40, No. 9, 1687--1700 (2011; Zbl 1220.62054) Full Text: DOI Link
Lin, Fuming; Peng, Zuoxiang Tail behavior and extremes of short-tailed symmetric distribution. (English) Zbl 1201.62060 Commun. Stat., Theory Methods 39, No. 15, 2811-2817 (2010). MSC: 62G32 62E20 PDFBibTeX XMLCite \textit{F. Lin} and \textit{Z. Peng}, Commun. Stat., Theory Methods 39, No. 15, 2811--2817 (2010; Zbl 1201.62060) Full Text: DOI
Chavez-Demoulin, Valérie; Embrechts, Paul Revisiting the edge, ten years on. (English) Zbl 1197.60048 Commun. Stat., Theory Methods 39, No. 8-9, 1674-1688 (2010). MSC: 60G70 62G32 91G80 91B30 PDFBibTeX XMLCite \textit{V. Chavez-Demoulin} and \textit{P. Embrechts}, Commun. Stat., Theory Methods 39, No. 8--9, 1674--1688 (2010; Zbl 1197.60048) Full Text: DOI
Boxma, Onno J.; Perry, David On the cycle maximum of mountains, dams and queues. (English) Zbl 1189.60166 Commun. Stat., Theory Methods 38, No. 16-17, 2706-2720 (2009). Reviewer: Jerzy Martyna (Kraków) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{O. J. Boxma} and \textit{D. Perry}, Commun. Stat., Theory Methods 38, No. 16--17, 2706--2720 (2009; Zbl 1189.60166) Full Text: DOI
Zuoxiang, Peng; Bin, Tong; Nadarajah, Saralees Tail behavior of the general error distribution. (English) Zbl 1167.62049 Commun. Stat., Theory Methods 38, No. 11, 1884-1892 (2009). MSC: 62G32 62E20 60E05 60E15 PDFBibTeX XMLCite \textit{P. Zuoxiang} et al., Commun. Stat., Theory Methods 38, No. 11, 1884--1892 (2009; Zbl 1167.62049) Full Text: DOI
Yeh, Hsiaw-Chan Some related minima stability and minima infinite divisibility of the general multivariate Pareto distributions. (English) Zbl 1159.62040 Commun. Stat., Theory Methods 38, No. 4, 497-510 (2009). MSC: 62H05 60E07 PDFBibTeX XMLCite \textit{H.-C. Yeh}, Commun. Stat., Theory Methods 38, No. 4, 497--510 (2009; Zbl 1159.62040) Full Text: DOI
Hashorva, Enkelejd On the max-domain of attraction of type-III elliptical triangular arrays. (English) Zbl 1168.60327 Commun. Stat., Theory Methods 37, No. 10, 1543-1551 (2008). MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{E. Hashorva}, Commun. Stat., Theory Methods 37, No. 10, 1543--1551 (2008; Zbl 1168.60327) Full Text: DOI
Han, Sier; Tian, Zheng Bootstrap testing for changes in persistence with heavy-tailed innovations. (English) Zbl 1124.62029 Commun. Stat., Theory Methods 36, No. 12, 2289-2299 (2007). MSC: 62G10 62G09 62F03 62F40 62E20 60F05 65C05 62G20 PDFBibTeX XMLCite \textit{S. Han} and \textit{Z. Tian}, Commun. Stat., Theory Methods 36, No. 12, 2289--2299 (2007; Zbl 1124.62029) Full Text: DOI
Chang, Sheng-Mao; Genton, Marc G. Extreme value distributions for the skew-symmetric family of distributions. (English) Zbl 1124.62034 Commun. Stat., Theory Methods 36, No. 9, 1705-1717 (2007). MSC: 62G32 62E20 62H05 62E10 PDFBibTeX XMLCite \textit{S.-M. Chang} and \textit{M. G. Genton}, Commun. Stat., Theory Methods 36, No. 9, 1705--1717 (2007; Zbl 1124.62034) Full Text: DOI
Fan, Zhaozhi Parameter estimation of stable distributions. (English) Zbl 1084.62019 Commun. Stat., Theory Methods 35, No. 1-3, 245-255 (2006). MSC: 62F12 60E07 PDFBibTeX XMLCite \textit{Z. Fan}, Commun. Stat., Theory Methods 35, No. 1--3, 245--255 (2006; Zbl 1084.62019) Full Text: DOI
Yuen, Kam C.; Yang, Hailiang; Wang, Rongming On Erlang(2) risk process perturbed by diffusion. (English) Zbl 1078.60509 Commun. Stat., Theory Methods 34, No. 11, 2197-2208 (2005). MSC: 60J35 60K25 62P05 PDFBibTeX XMLCite \textit{K. C. Yuen} et al., Commun. Stat., Theory Methods 34, No. 11, 2197--2208 (2005; Zbl 1078.60509) Full Text: DOI
Raqab, Mohammad Z. Sharp bounds on the error in approximating the means of record statistics by inverse hazard functions. (English) Zbl 1135.62331 Commun. Stat., Theory Methods 33, No. 7, 1527-1539 (2004). MSC: 62G32 60E15 PDFBibTeX XMLCite \textit{M. Z. Raqab}, Commun. Stat., Theory Methods 33, No. 7, 1527--1539 (2004; Zbl 1135.62331) Full Text: DOI
Glynn, Peter W.; Haas, Peter J. On functional central limit theorems for semi-Markov and related processes. (English) Zbl 1114.60320 Commun. Stat., Theory Methods 33, No. 3, 487-506 (2004). MSC: 60K15 60F05 60F17 PDFBibTeX XMLCite \textit{P. W. Glynn} and \textit{P. J. Haas}, Commun. Stat., Theory Methods 33, No. 3, 487--506 (2004; Zbl 1114.60320) Full Text: DOI
Falk, Michael Domain of multivariate attraction via angular decomposition. (English) Zbl 1130.62338 Commun. Stat., Theory Methods 32, No. 11, 2109-2116 (2003). MSC: 62H05 62G32 PDFBibTeX XMLCite \textit{M. Falk}, Commun. Stat., Theory Methods 32, No. 11, 2109--2116 (2003; Zbl 1130.62338) Full Text: DOI
Liu, Jeng-Fu Two-stage approximation of expected reward for gamma random variables. (English) Zbl 1009.62507 Commun. Stat., Theory Methods 30, No. 7, 1471-1480 (2001). MSC: 62D05 PDFBibTeX XMLCite \textit{J.-F. Liu}, Commun. Stat., Theory Methods 30, No. 7, 1471--1480 (2001; Zbl 1009.62507) Full Text: DOI
Raqab, Mohammad Z. On the moments of record values. (English) Zbl 1019.62014 Commun. Stat., Theory Methods 29, No. 7, 1631-1647 (2000). MSC: 62E15 62G30 62E10 PDFBibTeX XMLCite \textit{M. Z. Raqab}, Commun. Stat., Theory Methods 29, No. 7, 1631--1647 (2000; Zbl 1019.62014) Full Text: DOI
Guillou, Armelle Bootstrap confidence intervals for the Pareto index. (English) Zbl 0964.62023 Commun. Stat., Theory Methods 29, No. 1, 211-226 (2000). MSC: 62F40 62F25 PDFBibTeX XMLCite \textit{A. Guillou}, Commun. Stat., Theory Methods 29, No. 1, 211--226 (2000; Zbl 0964.62023) Full Text: DOI
Berred, Alexandre M. Prediction of record values. (English) Zbl 0907.62037 Commun. Stat., Theory Methods 27, No. 9, 2221-2240 (1998). MSC: 62F25 62F99 60G70 PDFBibTeX XMLCite \textit{A. M. Berred}, Commun. Stat., Theory Methods 27, No. 9, 2221--2240 (1998; Zbl 0907.62037) Full Text: DOI
Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. A tail estimator for the index of the stable Paretian distribution. (English) Zbl 0908.62018 Commun. Stat., Theory Methods 27, No. 5, 1239-1262 (1998). MSC: 62F10 PDFBibTeX XMLCite \textit{S. Mittnik} et al., Commun. Stat., Theory Methods 27, No. 5, 1239--1262 (1998; Zbl 0908.62018) Full Text: DOI
Li, Yun; Pakes, Anthony G. On the number of near-records after the maximum observation in a continuous sample. (English) Zbl 0903.60044 Commun. Stat., Theory Methods 27, No. 3, 673-686 (1998). Reviewer: J.Galambos (Philadelphia) MSC: 60G70 PDFBibTeX XMLCite \textit{Y. Li} and \textit{A. G. Pakes}, Commun. Stat., Theory Methods 27, No. 3, 673--686 (1998; Zbl 0903.60044) Full Text: DOI
Rosen, Ori; Weissman, Ishay Comparison of estimation methods in extreme value theory. (English) Zbl 0875.62107 Commun. Stat., Theory Methods 25, No. 4, 759-773 (1996). MSC: 62F10 PDFBibTeX XMLCite \textit{O. Rosen} and \textit{I. Weissman}, Commun. Stat., Theory Methods 25, No. 4, 759--773 (1996; Zbl 0875.62107) Full Text: DOI
Balkema, A. A.; Pancheva, E. I. Decomposition for multivariate extremal processes. (English) Zbl 0875.60010 Commun. Stat., Theory Methods 25, No. 4, 737-758 (1996). MSC: 60G70 PDFBibTeX XMLCite \textit{A. A. Balkema} and \textit{E. I. Pancheva}, Commun. Stat., Theory Methods 25, No. 4, 737--758 (1996; Zbl 0875.60010) Full Text: DOI
Hall, Andreia O. Maximum term of a particular autoregressive sequence with discrete margins. (English) Zbl 0875.62424 Commun. Stat., Theory Methods 25, No. 4, 721-736 (1996). MSC: 62M10 PDFBibTeX XMLCite \textit{A. O. Hall}, Commun. Stat., Theory Methods 25, No. 4, 721--736 (1996; Zbl 0875.62424) Full Text: DOI
Draisma, G.; de Haan, L. An estimator for the extreme-value index. (English) Zbl 0875.62103 Commun. Stat., Theory Methods 25, No. 4, 685-694 (1996). MSC: 62F10 PDFBibTeX XMLCite \textit{G. Draisma} and \textit{L. de Haan}, Commun. Stat., Theory Methods 25, No. 4, 685--694 (1996; Zbl 0875.62103) Full Text: DOI
Kale, Mandar; Deshmukh, S. R. Maximum likelihood estimation in birth-death process allowing catastrophes. (English) Zbl 0937.62636 Commun. Stat., Theory Methods 24, No. 7, 1863-1873 (1995). MSC: 62M05 62F10 PDFBibTeX XMLCite \textit{M. Kale} and \textit{S. R. Deshmukh}, Commun. Stat., Theory Methods 24, No. 7, 1863--1873 (1995; Zbl 0937.62636) Full Text: DOI
Li, W. K. Parameter inference for time series with regular and seasonal unit roots. (English) Zbl 0825.62119 Commun. Stat., Theory Methods 23, No. 3, 721-733 (1994). MSC: 62-XX PDFBibTeX XMLCite \textit{W. K. Li}, Commun. Stat., Theory Methods 23, No. 3, 721--733 (1994; Zbl 0825.62119) Full Text: DOI
Balakrishnan, N.; Ahsanullah, M. Recurrence relations for single and product moments of record values from generalized Pareto distribution. (English) Zbl 0850.62118 Commun. Stat., Theory Methods 23, No. 10, 2841-2852 (1994). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Balakrishnan} and \textit{M. Ahsanullah}, Commun. Stat., Theory Methods 23, No. 10, 2841--2852 (1994; Zbl 0850.62118) Full Text: DOI
McCormick, William P.; Reeves, Jaxk H. Approximating the distribution of the maximum of a dependent stationary sequence based on estimates from a generating function. (English) Zbl 0696.62041 Commun. Stat., Theory Methods 17, No. 11, 3801-3823 (1988). MSC: 62E20 62E15 PDFBibTeX XMLCite \textit{W. P. McCormick} and \textit{J. H. Reeves}, Commun. Stat., Theory Methods 17, No. 11, 3801--3823 (1988; Zbl 0696.62041) Full Text: DOI