Multiple block sizes and overlapping blocks for multivariate time series extremes

22 July 2019

Axel Bücher

Papers citing "Multiple block sizes and overlapping blocks for multivariate time series extremes"

3 / 3 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
Estimation of cluster functionals for regularly varying time series: runs estimators Youssouph Cissokho Rafal Kulik 23 4 0 05 Sep 2021
On the covariance of the asymptotic empirical copula process Christian Genest Johan Segers 77 48 0 19 Mar 2009