Modelling Time Series Extremes

The need to model rare events of univariate time series has led to many recent advances in theory and methods. In this paper, we review telegraphically the literature on extremes of dependent time series and list some remaining challenges.


Published in:
Revstat-Statistical Journal, 10, 109-133
Year:
2012
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 Record created 2012-08-10, last modified 2018-03-17

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