Simple change point model in heteroscedastic extremes

DOI10.1080/03610926.2022.2046089OpenAlexW4221003310MaRDI QIDQ6096202

Aline Mefleh

Publication date: 11 September 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2046089

zbMATH Keywords

heteroscedastic extremestrend detectionsimple change point model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Asymptotic Statistics
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• A Bayesian model for multiple change point to extremes, with application to environmental and financial data
• Statistics of Heteroscedastic Extremes
• An introduction to statistical modeling of extreme values

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