57 citations · 111 across the 16 of their papers we have counts for
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Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields
Nicolas Chenavier, Christian Y. Robert
Likelihood inference for max-stable random fields is in general impossible because their finite-dimen\-sional probability density functions are unknown or cannot be computed effici…
Power variations for a class of Brown-Resnick processes
Christian Y. Robert
We consider the class of simple Brown-Resnick max-stable processes whose spectral processes are continuous exponential martingales. We develop the asymptotic theory for the realize…
Subsampling weakly dependent times series and application to extremes
Paul Doukhan, Silika Prohl, Christian Y. Robert
This paper provides extensions of the work on subsampling by Bertail et al. (2004) for strongly mixing case to weakly dependent case by application of the results of Doukhan and Lo…
A Sliding Blocks Estimator for the Extremal Index
Christian Y. Robert, Johan Segers, Christopher A. T. Ferro
In extreme value statistics for stationary sequences, blocks estimators are usually constructed by using disjoint blocks because exceedances over high thresholds of different block…