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Limit theorems for non-degenerate U-statistics of block maxima for time series

Limit theorems for non-degenerate U-statistics of block maxima for time series

Axel Bücher
Torben Staud
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Papers citing "Limit theorems for non-degenerate U-statistics of block maxima for time series"

6 / 6 papers shown
Title
Tail inference using extreme U-statistics
Tail inference using extreme U-statistics
Jochem Oorschot
Johan Segers
Chen Zhou
14
2
0
16 Mar 2022
On the Disjoint and Sliding Block Maxima method for piecewise stationary time series
On the Disjoint and Sliding Block Maxima method for piecewise stationary time series
Axel Bücher
L. Zanger
17
4
0
29 Oct 2021
Inference for heavy tailed stationary time series based on sliding blocks
Inference for heavy tailed stationary time series based on sliding blocks
Axel Bücher
Johan Segers
AI4TS
15
19
0
06 Jun 2017
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Axel Bücher
Johan Segers
23
30
0
24 Nov 2015
On the block maxima method in extreme value theory: PWM estimators
On the block maxima method in extreme value theory: PWM estimators
Ana Ferreira
L. de Haan
30
193
0
11 Oct 2013
A Sliding Blocks Estimator for the Extremal Index
A Sliding Blocks Estimator for the Extremal Index
C. Robert
Johan Segers
C. Ferro
60
53
0
22 Dec 2008

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