Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Some aspects of extreme value theory under serial dependence   On the occasion of Laurens de Haan's 70th birthday, we discuss two aspects of
the statistical inference on the extreme value behavior of time series with a
particular emphasis on his important contributions. First, the performance of a
direct marginal tail analysis is compared with that of a model-based approach
using an analysis of residuals. Second, the importance of the extremal index as
a measure of the serial extremal dependence is discussed by the example of
solutions of a stochastic recurrence equation.

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The categories of this paper are: ao-sci
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The categories of this paper are: q-fin
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The categories of this paper are: hep-ex
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The categories of this paper are: chem-ph
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The categories of this paper are: mtrl-th
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The categories of this paper are: cmp-lg
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-th
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The categories of this paper are: solv-int
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The categories of this paper are: q-alg
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The categories of this paper are: acc-phys
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The categories of this paper are: eess
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The categories of this paper are: gr-qc
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The categories of this paper are: adap-org
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The categories of this paper are: supr-con
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The categories of this paper are: cs