Trend analysis of extreme values

DOI10.1007/978-1-4614-1966-2_7MaRDI QIDQ5259028zbMATH OpenOpenAlexFDO

Authors G. Dierckx, J. L. Teugels

Publication date 24 June 2015

Published in Probability Approximations and Beyond (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-1966-2_7

zbMATH Keywords

extreme value indextrend analysismoving Hill estimator

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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• Trend detection for heteroscedastic extremes

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