1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.ST2022★ 1 cited
Statistics for Heteroscedastic Time Series Extremes
Axel Bücher, Tobias Jennessen
Einmahl, de Haan and Zhou (2016, Journal of the Royal Statistical Society: Series B, 78(1), 31-51) recently introduced a stochastic model that allows for heteroscedasticity of extr…
math.ST2020
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
Axel Bücher, Tobias Jennessen
A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimato…
math.ST2019
Method of moments estimators for the extremal index of a stationary time series
Axel Bücher, Tobias Jennessen
The extremal index , a number in the interval , is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estim…