This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA

This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trend

Focuses on theoretical results along with applications All the main topics covering the heart of the subject are introduced to the reader in a systematic fashio

Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial depend

This book deals with extreme value theory for univariate and multivariate time series models characterized by power-law tails. These include the classical ARMA