arXiv 2018-10-02 EN Bias Reduced Peaks over Threshold Tail Estimation Beirlant, Jan · Maribe, Gaonyalelwe · Naveau, Philippe · Verster, Andrehette
arXiv 2017-10-23 EN Tail measure and tail spectral process of regularly varying time series Dombry, Clément · Hashorva, Enkelejd · Soulier, Philippe
arXiv 2016-06-10 EN Higher-order expansions of extremes from mixed skew-t distribution Hou, Jingyao · Liao, Xin · Peng, Zuoxiang
arXiv 2015-10-15 EN On functional records and champions Dombry, Clément · Falk, Michael · Zott, Maximilian
arXiv 2013-03-14 EN Extremes of scale mixtures of multivariate time series Ferreira, Helena · Ferreira, Marta
arXiv 2013-03-11 EN On generalized max-linear models and their statistical interpolation Falk, Michael · Hofmann, Martin · Zott, Maximilian
arXiv 2012-04-09 EN Estimating the Upcrossings Index Sebastião, João Renato · Martins, Ana Paula · Ferreira, Helena · Pereira, Luísa
arXiv 2011-11-29 EN Martingale approach to subexponential asymptotics for random walks Denisov, Denis · Wachtel, Vitali
arXiv 2011-07-26 EN On Max-Stable Processes and the Functional D-Norm Aulbach, Stefan · Falk, Michael · Hofmann, Martin
arXiv 2011-05-23 EN Asymptotic probability distribution of distances between local extrema of error terms of a moving average process Kuketayev, Argyn