68 citations · 142 across the 11 of their papers we have counts for
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math.ST2013★ 4 cited
Measures of serial extremal dependence and their estimation
Richard A. Davis, Thomas Mikosch, Yuwei Zhao
The goal of this paper is two-fold: 1. We review classical and recent measures of serial extremal dependence in a strictly stationary time series as well as their estimation. 2. We…
stat.AP2013★ 22 cited
Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
Daniel Cooley, Richard A. Davis, Philippe Naveau
Phenomena such as air pollution levels are of greatest interest when observations are large, but standard prediction methods are not specifically designed for large observations. W…