61 citations · 259 across the 17 of their papers we have counts for
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math.ST2016
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
Betina Berghaus, Axel Bücher
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected clust…
math.ST2016
On the maximum likelihood estimator for the Generalized Extreme-Value distribution
Axel Bücher, Johan Segers
The vanilla method in univariate extreme-value theory consists of fitting the three-parameter Generalized Extreme-Value (GEV) distribution to a sample of block maxima. Despite clai…