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Dr. Tobias Jennessen
Mathematisches Institut der Heinrich-Heine-Universität Düsseldorf
Universitätsstr. 1

Building: 25.13.
Floor/Room: 01.33
D - 40225 Düsseldorf
+49 211 81-12169

Research Interests

  • Extreme Value Theory
  • Extreme Value Statistics
  • Extremes of Stationary Time Series


Submitted for publication:


Peer-reviewed journals:

Bücher, A. and Jennessen T. (2022+): Statistics for Heteroscedastic Time Series Extremes. Erscheint in: Bernoulli.

Bücher, A. and Jennessen T. (2022): Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution. Stochastic Processes and their Applications, Vol. 149, 75-106.
URL: https://doi.org/10.1016/j.spa.2022.03.004

Bücher, A. and Jennessen T. (2020): Method of moments estimators for the extremal index of a stationary time series. Electronic Journal Of Statistics, Vol. 14, No. 2, 3103-3156.
URL: https://doi.org/10.1214/20-EJS1734

Responsible for the content: