Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms

2 November 2015

Papers citing "Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms"

7 / 7 papers shown

Title
Bootstrapping Estimators based on the Block Maxima Method Axel Bücher Torben Staud 147 0 0 09 Sep 2024
Statistics for Heteroscedastic Time Series Extremes Axel Bücher Tobias Jennessen 38 3 0 20 Apr 2022
Asymptotics for sliding blocks estimators of rare events H. Drees Sebastian Neblung 99 9 0 02 Mar 2020
Ordinal Patterns in Clusters of Subsequent Extremes of Regularly Varying Time Series M. Oesting Alexander Schnurr 44 4 0 04 Feb 2019
Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds H. Drees Miran Knežević 42 10 0 16 Jan 2019
Statistical inference for heavy tailed series with extremal independence Clémonell Bilayi-Biakana Rafal Kulik P. Soulier 87 3 0 29 Apr 2018
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes S. Buhl Claudia Klüppelberg 40 5 0 19 Apr 2017