On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method

31 August 2018

Axel Bücher

Papers citing "On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method"

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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 20 20 0 22 Jul 2019