Extreme value copula estimation based on block maxima of a multivariate stationary time series

13 November 2013

Axel Bücher

Papers citing "Extreme value copula estimation based on block maxima of a multivariate stationary time series"

4 / 4 papers shown

Title
Limit theorems for non-degenerate U-statistics of block maxima for time series Axel Bücher Torben Staud AI4TS 13 1 0 26 Aug 2023
Multiple block sizes and overlapping blocks for multivariate time series extremes Nan Zou S. Volgushev Axel Bücher AI4TS 17 20 0 22 Jul 2019
On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method Axel Bücher S. Volgushev Nan Zou 17 11 0 31 Aug 2018
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Axel Bücher I. Kojadinovic 51 74 0 17 Jun 2013