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20162026
most citedMultiple block sizes and overlapping blocks for multivariate time series extremes

5 citations · 9 across the 10 of their papers we have counts for

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math.ST2018

On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method

Axel Bücher, Stanislav Volgushev, Nan Zou

Second order conditions provide a natural framework for establishing asymptotic results about estimators for tail related quantities. Such conditions are typically tailored to the…