Some aspects of extreme value statistics under serial dependence

Extremes

Volumn 11, Issue 1, 2008, Pages 35-53

  Drees, Holger ^a  

^a UNIVERSITY OF HAMBURG   (Germany)

Author keywords

Extremal index; Extreme quantile; Extreme value index; Linear time series; Mixing condition; Model deviation; Robustness; Tail analysis

Indexed keywords

EID: 40749122171     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-007-0051-1     Document Type: Article

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