Limit theorems for non-degenerate U-statistics of block maxima for time series

Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Weak convergence of a pseudo maximum likelihood estimator for the extremal index
Extreme value copula estimation based on block maxima of a multivariate stationary time series
Rank-based inference for bivariate extreme-value copulas
Basic properties of strong mixing conditions. A survey and some open questions
Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data
Inference for heavy tailed stationary time series based on sliding blocks
Testing independence in high dimensions with sums of rank correlations
Extreme value theory for multivariate stationary sequences
Weak convergence and empirical processes. With applications to statistics
A sliding blocks estimator for the extremal index
On second order conditions in the multivariate block maxima and peak over threshold method
On the block maxima method in extreme value theory: PWM estimators
Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series
Maximum likelihood estimators based on the block maxima method
Multiple block sizes and overlapping blocks for multivariate time series extremes
Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations
Limiting behavior of U-statistics for stationary, absolutely regular processes
Asymptotic Statistics
Extremes and local dependence in stationary sequences
Statistics of Extremes
Heavy-Tailed Time Series
Likelihood-Based Inference for Max-Stable Processes
Limiting behavior of regular functionals of empirical distributions for stationary *-mixing processes
A NEW MEASURE OF RANK CORRELATION
A Class of Statistics with Asymptotically Normal Distribution
Tail inference using extreme U-statistics
On the disjoint and sliding block maxima method for piecewise stationary time series
Limit theorems for non-degenerate U-statistics of block maxima for time series