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On the distribution of tail array sums for strongly mixing stationary sequences

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References

1989Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone682 cited
1991On a basis for ‘Peaks over Threshold’ modeling210 cited
1991On Tail Index Estimation Using Dependent Data203 cited
1990On a Basis for 'Peaks Over Threshold' Modeling133 cited
1995Consistency of Hill's estimator for dependent data131 cited
1993Extremal Index Estimation for a Weakly Dependent Stationary Sequence103 cited
1991Estimating the parameters of rare events75 cited
1990Tail and Quantile Estimation for Strongly Mixing Stationary Sequences49 cited

Cited by

2005On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns66 cited
2003Functionals of clusters of extremes36 cited

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