most citedOn maximum likelihood estimation of the extreme value index

101 citations · 101 across the 2 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2007

Some aspects of extreme value theory under serial dependence

Holger Drees

On the occasion of Laurens de Haan's 70th birthday, we discuss two aspects of the statistical inference on the extreme value behavior of time series with a particular emphasis on h…