Chavez-Demoulin, V.Davison, A. C.2012-08-102012-08-102012-08-102012https://infoscience.epfl.ch/handle/20.500.14299/84495WOS:000306193300005The 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.Bayesian statisticsBox-Cox transformationclusteringdependenceextremal indexextremogramgeneralized extreme-value distributiongeneralized Pareto distributionHill estimatornonparametric smoothingnon-stationarityregressiontail indexMarkov-Chain ModelsSample ExtremesWind SpeedsNonstationary ExtremesPoint ProcessDistributionsInferenceEstimatorsDependenceClusterstext::journal::journal article::research article