research
∙
08/26/2023
Limit theorems for non-degenerate U-statistics of block maxima for time series
The block maxima method is a classical and widely applied statistical me...
share
research
∙
01/16/2023
Regional Pooling in Extreme Event Attribution Studies: an Approach Based on Multiple Statistical Testing
Statistical methods are proposed to select homogeneous locations when an...
research
∙
04/20/2022
Statistics for Heteroscedastic Time Series Extremes
Einmahl, de Haan and Zhou (2016, Journal of the Royal Statistical Societ...
research
∙
04/04/2022
Testing for independence in high dimensions based on empirical copulas
Testing for pairwise independence for the case where the number of varia...
research
∙
10/29/2021
On the Disjoint and Sliding Block Maxima method for piecewise stationary time series
Modeling univariate block maxima by the generalized extreme value distri...
research
∙
11/09/2020
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
A measure of primal importance for capturing the serial dependence of a ...
research
∙
09/15/2020
A Portmanteau-type test for detecting serial correlation in locally stationary functional time series
The Portmanteau test provides the vanilla method for detecting serial co...
research
∙
02/14/2020
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
Classical change point analysis aims at (1) detecting abrupt changes in ...
research
∙
12/18/2019
Method of moments estimators for the extremal index of a stationary time series
The extremal index θ, a number in the interval [0,1], is known to be a m...
research
∙
07/22/2019
Multiple block sizes and overlapping blocks for multivariate time series extremes
Block maxima methods constitute a fundamental part of the statistical to...
research
∙
08/31/2018
On Second Order Conditions in the Multivariate Block Maxima and Peak over Threshold Method
Second order conditions provide a natural framework for establishing asy...
research
∙
08/13/2018
Detecting deviations from second-order stationarity in locally stationary functional time series
A time-domain test for the assumption of second order stationarity of a ...
research
∙
07/01/2018