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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 2021Show all

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math.ST2021

On the Disjoint and Sliding Block Maxima method for piecewise stationary time series

Axel Bücher, Leandra Zanger

Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently be…