210 citations · 414 across the 4 of their papers we have counts for
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math.ST2020
Spatial dependence and space-time trend in extreme events
John H. J. Einmahl, Ana Ferreira, Laurens de Haan +2
The statistical theory of extremes is extended to observations that are non-stationary and not independent. The non-stationarity over time and space is controlled via the scedasis…
math.ST2017
Maximum likelihood estimators based on the block maxima method
Clément Dombry, Ana Ferreira
The extreme value index is a fundamental parameter in univariate Extreme Value Theory (EVT). It captures the tail behavior of a distribution and is central in the extrapolation bey…
math.ST2013★ 210 cited
On the block maxima method in extreme value theory: PWM estimators
Ana Ferreira, Laurens de Haan
In extreme value theory, there are two fundamental approaches, both widely used: the block maxima (BM) method and the peaks-over-threshold (POT) method. Whereas much theoretical re…