Inference for heavy tailed stationary time series based on sliding
blocks

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Inference for heavy tailed stationary time series based on sliding blocks

6 June 2017

Axel Bücher

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Papers citing "Inference for heavy tailed stationary time series based on sliding blocks"

10 / 10 papers shown

Title
Bootstrapping Estimators based on the Block Maxima Method Axel Bücher Torben Staud 133 0 0 09 Sep 2024
Asymptotic expansions for blocks estimators: PoT framework Zaoli Chen Rafal Kulik 68 3 0 06 Sep 2023
Limit theorems for non-degenerate U-statistics of block maxima for time series Axel Bücher Torben Staud AI4TS 41 1 0 26 Aug 2023
Tail inference using extreme U-statistics Jochem Oorschot Johan Segers Chen Zhou 34 3 0 16 Mar 2022
On the Disjoint and Sliding Block Maxima method for piecewise stationary time series Axel Bücher L. Zanger 34 4 0 29 Oct 2021
Estimation of cluster functionals for regularly varying time series: runs estimators Youssouph Cissokho Rafal Kulik 54 3 0 05 Sep 2021
All Block Maxima method for estimating the extreme value index Jochem Oorschot Chen Zhou 15 2 0 29 Oct 2020
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators Youssouph Cissokho Rafal Kulik 25 10 0 22 May 2020
Asymptotics for sliding blocks estimators of rare events H. Drees Sebastian Neblung 88 9 0 02 Mar 2020
Multiple block sizes and overlapping blocks for multivariate time series extremes Nan Zou S. Volgushev Axel Bücher AI4TS 50 20 0 22 Jul 2019

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