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20132026
most citedA horse racing between the block maxima method and the peak-over-threshold approach

10 citations · 16 across the 10 of their papers we have counts for

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Showing 2020Show all

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math.ST2020

Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators

Axel Bücher, Holger Dette, Florian Heinrichs

Classical change point analysis aims at (1) detecting abrupt changes in the mean of a possibly non-stationary time series and at (2) identifying regions where the mean exhibits a p…