scientific article; zbMATH DE number 4109747
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- Subsampling techniques and the jackknife methodology in the estimation of the extremal index
- On the exceedance point process for a stationary sequence
- Likelihood estimation of the extremal index
- On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
- On a basis for peaks over threshold modeling
- On the bootstrap and the moving block bootstrap for the maximum of a stationary process
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Estimating the extremal index through local dependence
- Clustering of high values in random fields
- The extremal index of sub-sampled processes
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- On the limit distributions of sums of mixing Bernoulli random variables
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- Modeling extreme events: sample fraction adaptive choice in parameter estimation
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- Extremal index blocks estimator: the threshold and the block size choice
- Asymptotic dependence of bivariate maxima
- On the extremes of the max-INAR(1) process for time series of counts
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
- Limit distribution for point processes of high local maxima
- Extreme Value Theory and Statistics of Univariate Extremes: A Review
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
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