Trend analysis of extreme values

DOI10.1007/978-1-4614-1966-2_7zbMATH Open1317.60065OpenAlexW1949796220MaRDI QIDQ5259028FDOQ5259028

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

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zbMATH Keywords

extreme value indextrend analysismoving Hill estimator

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cited In (1)

• Trend detection for heteroscedastic extremes

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