Drees, Holger; Segers, Johan; Warchoł, Michał Statistics for tail processes of Markov chains. (English) Zbl 1327.62322 Extremes 18, No. 3, 369-402 (2015). MSC: 62G32 62G20 62M10 PDFBibTeX XMLCite \textit{H. Drees} et al., Extremes 18, No. 3, 369--402 (2015; Zbl 1327.62322) Full Text: DOI arXiv
Segers, Johan Hybrid copula estimators. (English) Zbl 1311.62076 J. Stat. Plann. Inference 160, 23-34 (2015). MSC: 62H05 60F17 PDFBibTeX XMLCite \textit{J. Segers}, J. Stat. Plann. Inference 160, 23--34 (2015; Zbl 1311.62076) Full Text: DOI arXiv
Bücher, Axel; Segers, Johan Extreme value copula estimation based on block maxima of a multivariate stationary time series. (English) Zbl 1329.62222 Extremes 17, No. 3, 495-528 (2014). MSC: 62G32 62M10 60F05 62H12 PDFBibTeX XMLCite \textit{A. Bücher} and \textit{J. Segers}, Extremes 17, No. 3, 495--528 (2014; Zbl 1329.62222) Full Text: DOI arXiv
Bücher, Axel; Segers, Johan; Volgushev, Stanislav When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs. (English) Zbl 1323.60038 Ann. Stat. 42, No. 4, 1598-1634 (2014). MSC: 60F05 60F25 62G30 62G32 62J05 62M09 PDFBibTeX XMLCite \textit{A. Bücher} et al., Ann. Stat. 42, No. 4, 1598--1634 (2014; Zbl 1323.60038) Full Text: DOI arXiv Euclid
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno Extremal indices, geometric ergodicity of Markov chains and MCMC. (English) Zbl 1142.65011 Extremes 9, No. 3-4, 213-229 (2006); erratum ibid. 13, No. 3, 373-374 (2010). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C40 60G70 60J22 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., Extremes 9, No. 3--4, 213--229 (2006; Zbl 1142.65011) Full Text: DOI