5 Treffer für Schlagwort = "Extremwertstatistik"

• Extreme value copula estimation based on block maxima of a multivariate stationary time series Bücher, Axel ; Segers, Johan [Dortmund] : SFB 823, November 13, 2013

• Inference for heavy tailed stationary time series based on sliding blocks Bücher, Axel ; Segers, Johan Dortmund : Universitätsbibliothek Dortmund, [2017]

• Minimum distance estimation of Pickands dependence function for multivariate distributions Berghaus, Betina ; Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, July 27, 2012

• On second order conditions in the multivariate block maxima and peak over threshold method Bücher, Axel ; Volgushev, Stanislav ; Zou, Nan Dortmund : Universitätsbibliothek Dortmund, [2018]

• Using the extremal index for value-at-risk backtesting Bücher, Axel ; Posch, Peter N. ; Schmidtke, Philipp Dortmund : Universitätsbibliothek Dortmund, October 15, 2018