Tobias Jennessen

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation
Extremes
2024-02-09Paper
Statistics for heteroscedastic time series extremes
Bernoulli
2024-01-16Paper
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
Stochastic Processes and their Applications
2022-05-16Paper
Method of moments estimators for the extremal index of a stationary time series
Electronic Journal of Statistics
2020-09-14Paper
Method of moments estimators for the extremal index of a stationary time series
Electronic Journal of Statistics
2020-09-14Paper


Research outcomes over time


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