1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.ME2023★ 1 cited
Time series conditional extremes
Graeme Auld, Ioannis Papastathopoulos
Accurate modelling of the joint extremal dependence structure within a stationary time series is a challenging problem that is important in many applications.\ Several previous app…
math.ST2019
Extremal clustering in non-stationary random sequences
Graeme Auld, Ioannis Papastathopoulos
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal cl…