Lecture

Extreme Value Theory: Applications to Time Series

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Covers extremal limit theorems, basic statistical analysis, and applications to multivariate extremes, emphasizing the importance of understanding the distribution of maxima.

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Multivariate Extremes: Applications and Dependence

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Extreme Value Theory: Maxima and Exceedances

Delves into Extreme Value Theory, discussing maxima, exceedances, and their statistical implications.

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Statistical Consequences of Clustering

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Covers the statistical analysis of multivariate extremes, including extremal limit theorems and models for extremes of time series.

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Extreme Value Time Series: Modelling and Dependence

Explores extremal limit theorems, point processes, and multivariate extremes in extreme value time series modelling, emphasizing the effect of local dependence on extreme values.

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Explores extremal limit theorems, return level estimation, clustering consequences, and modelling strategies for extreme value theory.

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Explores Poisson processes, joint density, independence of events, and likelihood estimation.

Extreme Value Theory: Clustering

Explores extremal index, clustering in extreme events, return levels, and statistical models for analyzing extremes in time series.

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