Volume 19, Issue 3

September 2016

Extremes for Time Series

Issue Editor:

9 articles in this issue

A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values
Philippe Barbe
Miriam Isabel Seifert
OriginalPaper 27 February 2016 Pages: 351 - 370
Sup-norm convergence rates for Lévy density estimation
Valentin Konakov
Vladimir Panov
OriginalPaper 11 March 2016 Pages: 371 - 403
Mass distributions of two-dimensional extreme-value copulas and related results
Wolfgang Trutschnig
Manuela Schreyer
Juan Fernández-Sánchez
OriginalPaper 02 April 2016 Pages: 405 - 427
Tail fitting for truncated and non-truncated Pareto-type distributions
Jan Beirlant
Isabel Fraga Alves
Ivette Gomes
OriginalPaper 21 March 2016 Pages: 429 - 462
Editorial: special issue on time series extremes
Rafal Kulik
EditorialNotes 07 July 2016 Pages: 463 - 466
On the measurement and treatment of extremes in time series
Tucker McElroy
OriginalPaper 14 May 2016 Pages: 467 - 490
Bayesian uncertainty management in temporal dependence of extremes
T. Lugrin
A. C. Davison
J. A. Tawn
OriginalPaper 04 June 2016 Pages: 491 - 515
Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series
Richard A. Davis
Johannes Heiny
Xiaolei Xie
OriginalPaper 19 April 2016 Pages: 517 - 547
A complete convergence theorem for stationary regularly varying multivariate time series
Bojan Basrak
Azra Tafro
OriginalPaper 30 April 2016 Pages: 549 - 560

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