Jakubowski, Adam; Soja-Kukieła, Natalia Managing local dependencies in asymptotic theory for maxima of stationary random fields. (English) Zbl 1422.60086 Extremes 22, No. 2, 293-315 (2019). MSC: 60G70 60G60 60F05 PDFBibTeX XMLCite \textit{A. Jakubowski} and \textit{N. Soja-Kukieła}, Extremes 22, No. 2, 293--315 (2019; Zbl 1422.60086) Full Text: DOI
Wan, Phyllis; Davis, Richard A. Threshold selection for multivariate heavy-tailed data. (English) Zbl 1418.62220 Extremes 22, No. 1, 131-166 (2019). MSC: 62G32 60G70 62G10 62P05 PDFBibTeX XMLCite \textit{P. Wan} and \textit{R. A. Davis}, Extremes 22, No. 1, 131--166 (2019; Zbl 1418.62220) Full Text: DOI arXiv
Koch, Erwan Spatial risk measures and applications to max-stable processes. (English) Zbl 1387.60086 Extremes 20, No. 3, 635-670 (2017). MSC: 60G70 91B30 PDFBibTeX XMLCite \textit{E. Koch}, Extremes 20, No. 3, 635--670 (2017; Zbl 1387.60086) Full Text: DOI arXiv
Markovich, Natalia M. Clusters of extremes: modeling and examples. (English) Zbl 1421.62128 Extremes 20, No. 3, 519-538 (2017). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62M10 62G32 60G70 62E20 62H30 PDFBibTeX XMLCite \textit{N. M. Markovich}, Extremes 20, No. 3, 519--538 (2017; Zbl 1421.62128) Full Text: DOI
McElroy, Tucker On the measurement and treatment of extremes in time series. (English) Zbl 1359.62378 Extremes 19, No. 3, 467-490 (2016). MSC: 62M10 60G70 60G10 62H30 PDFBibTeX XMLCite \textit{T. McElroy}, Extremes 19, No. 3, 467--490 (2016; Zbl 1359.62378) Full Text: DOI
Doukhan, Paul; Jakubowski, Adam; Lang, Gabriel Phantom distribution functions for some stationary sequences. (English) Zbl 1337.60049 Extremes 18, No. 4, 697-725 (2015). MSC: 60G10 60G70 60F99 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Extremes 18, No. 4, 697--725 (2015; Zbl 1337.60049) Full Text: DOI arXiv
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
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
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica Extreme values statistics for Markov chains via the (pseudo-) regenerative method. (English) Zbl 1224.60117 Extremes 12, No. 4, 327-360 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60G70 62G32 62M10 PDFBibTeX XMLCite \textit{P. Bertail} et al., Extremes 12, No. 4, 327--360 (2009; Zbl 1224.60117) Full Text: DOI HAL
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