Asymptotic normality of the likelihood moment estimators for a stationary linear process with heavy-tailed innovations Lukas MartigJürg Hüsler OriginalPaper 10 August 2017 Pages: 1 - 26
Regular variation of a random length sequence of random variables and application to risk assessment Charles TillierOlivier Wintenberger OriginalPaper 19 July 2017 Pages: 27 - 56
Tail dimension reduction for extreme quantile estimation Laurent Gardes OriginalPaper 30 June 2017 Pages: 57 - 95
Emil J. Gumbel’s last course on the “Statistical theory of extreme values”: a conversation with Tuncel M. Yegulalp Lexuri FernándezMatthias Scherer OriginalPaper Open access 27 June 2017 Pages: 97 - 113
Multivariate peaks over thresholds models Holger RootzénJohan SegersJennifer L. Wadsworth OriginalPaper Open access 23 June 2017 Pages: 115 - 145
Multivariate extreme value copulas with factor and tree dependence structures David LeeHarry Joe OriginalPaper 06 June 2017 Pages: 147 - 176