Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series

24 November 2015

Axel Bücher

Papers citing "Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series"

4 / 4 papers shown

Title
Maximum likelihood estimators based on the block maxima method Clément Dombry Ana Ferreira 26 46 0 01 May 2017
On the maximum likelihood estimator for the Generalized Extreme-Value distribution Axel Bücher Johan Segers 26 76 0 21 Jan 2016
Extreme value copula estimation based on block maxima of a multivariate stationary time series Axel Bücher Johan Segers 43 45 0 13 Nov 2013
On the block maxima method in extreme value theory: PWM estimators Ana Ferreira L. de Haan 35 193 0 11 Oct 2013