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12/16/2022
Estimating POT Second-order Parameter for Bias Correction
The stable tail dependence function provides a full characterization of ...
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02/11/2022
POT-flavored estimator of Pickands dependence function
This work proposes an estimator with both Peak-Over-Threshold and Block-...
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08/19/2021
The Bootstrap for Dynamical Systems
Despite their deterministic nature, dynamical systems often exhibit seem...
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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...
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08/31/2018