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2023
Statistical inference on a changing extreme value dependence structure
Published: Journal articles: Annals of Statistics, Vol. 51, 4, 1824-1849, 26 p.
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2021
Cluster based inference for extremes of time series
Published: Journal articles: Stochastic Processes and their Applications, Vol. 142
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Asymptotics for sliding blocks estimators of rare events
Published: Journal articles: Bernoulli, Vol. 27, 2, 1239-1269, 31 p.
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Principal component analysis for multivariate extremes
Published: Journal articles: Electronic Journal of Statistics, Vol. 15, 1, 908-943, 36 p.
- DOI: 10.1214/21-EJS1803
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Estimators for temporal dependence of extremes
Published: Doctoral Thesis: 270 p.
Multivariate boundary regression models
Published: Journal articles: Scandinavian journal of statistics, 1 p.
- DOI: 10.1111/sjos.12519
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2020
Semi-parametric transformation boundary regression models
Published: Journal articles: Annals of the Institute of Statistical Mathematics, Vol. 72, 6, 1287-1315, 29 p.
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Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds
Published: Journal articles: Extremes, Vol. 23, 3, 465–491, 27 p.
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Estimating change points in nonparametric time series regression models
Published: Journal articles: Statistical papers, Vol. 61, 4, 1437-1463, 27 p.
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On a Minimum Distance Procedure for Threshold Selection in Tail Analysis
Published: Journal articles: SIAM Journal on Mathematics of Data Science, Vol. 2, 1, 75-102, 28 p.
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