The Department of Statistics and Actuarial Science Spring Colloquium Series presents:Rafal Kulik, Professor, Department of Mathematics and Statistics, University of Ottawa"Extremes for non-stationary time series"Abstract: Extreme value theory for heavy-tailed, stationary time series is relatively well-understood. The probabilistic aspects as well as the corresponding statistical theory have been summarized in the recent monographs by Kulik and Soulier (2020) as well as Mikosch and Wintenberger...