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Inference for heavy tailed stationary time series based on sliding blocks

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  • Bucher, Axel
  • Segers, Johan

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  • Bucher, Axel & Segers, Johan, 2017. "Inference for heavy tailed stationary time series based on sliding blocks," LIDAM Discussion Papers ISBA 2017018, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2017018
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    References listed on IDEAS

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    1. Bucher, Axel & Segers, Johan, 2014. "Extreme value copula estimation based on block maxima of a multivariate stationary time series," LIDAM Reprints ISBA 2014019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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