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

Submitted for publication:

n.n.

Peer-reviewed journals:

Bücher, A. and Jennessen T. (2022+): Statistics for Heteroscedastic Time Series Extremes. Erscheint in: Bernoulli.
https://arxiv.org/abs/2204.09534

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.
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.
https://doi.org/10.1214/20-EJS1734