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On the distribution of tail array sums for strongly mixing stationary sequences
Authors: Leadbetter, M. Ross Rootzén, Holger Haan, Laurens de
Citation: Leadbetter, M. Ross et al., On the distribution of tail array sums for strongly mixing stationary sequences, Annals of applied probability , 8(2), 1998, pp. 868-885
On maximum likelihood estimation of the extreme value index
Authors: Drees, Holger Ferreira, Ana Haan, Laurens de
Citation: Drees, Holger et al., On maximum likelihood estimation of the extreme value index, Annals of applied probability , 14(3), 2004, pp. 1179-1201
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