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

26 August 2023

Axel Bücher

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 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 Axel Bücher L. Zanger 19 4 0 29 Oct 2021
Inference for heavy tailed stationary time series based on sliding blocks Axel Bücher Johan Segers AI4TS 17 19 0 06 Jun 2017
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series Axel Bücher Johan Segers 29 30 0 24 Nov 2015
On the block maxima method in extreme value theory: PWM estimators Ana Ferreira L. de Haan 32 193 0 11 Oct 2013
A Sliding Blocks Estimator for the Extremal Index C. Robert Johan Segers C. Ferro 62 53 0 22 Dec 2008