Skip to content

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Open access Sep 2026

Extreme conditional quantile estimation for time series

We consider the estimation of an extreme conditional quantile for a heavy‐tailed distribution in the case of a strictly stationary time series . Here, denotes the conditional quantile function of given and is small, i.e., smaller than , where is the size of the sample on which the estimation is based. In a first step...

Y. Goegebeur, A. Guillou, Jing Qin · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.