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All Publications

Displaying 8 results.
    • Journal article
    Statistics for Tail Processes of Markov Chains
    Drees, Holger Segers, Johan[UCL] Warchol, Michal[UCL] (2015) Extremes : statistical theory and applications in science, engineering and economics — Vol. 18, no. 3, p. 369-402 (2015)
    • Journal article
    A Euclidean Likelihood Estimator for Bivariate Tail Dependence
    de Carvalho, Miguel Oumow, Boris Segers, Johan[UCL] Warchol, Michal[UCL] (2013) Communications in Statistics: Theory and Methods — Vol. 42, no. 7, p. 1176-1192 (2013)
    • WorkingPaper
    Inference on the tail process with application to financial time series modelling
    Davis, Richard Drees, Holger Segers, Johan[UCL] Warchol, Michal[UCL] (2018)
    • WorkingPaper
    Nonparametric estimation of extremal dependence
    Kiriliouk, Anna[UCL] Segers, Johan[UCL] Warchol, Michal[UCL] (2014)
    • Dissertation
    Nonparametric modeling of extremal dependence
    Warchol, Michal[UCL] (2016)
    • WorkingPaper
    Statistics for Tail Processes of Markov Chains
    Drees, Holger Segers, Johan[UCL] Warchol, Michal[UCL] (2014)
    • BookChapter
    Nonparametric Estimation of Extremal Dependence
    Kiriliouk, Anna[UCL] Segers, Johan[UCL] Warchol, Michal[UCL] (2016) Extreme Value Modeling and Risk Analysis: Methods and Applications — [ISBN : 9781498701297]
    • WorkingPaper
    Modeling serial extremal dependence
    Davis, Richard Holger, Drees Segers, Johan[UCL] Warchol, Michal[UCL] (2016)