Extreme Value Theory for Time Series Models with Power-Law Tails

“This is a comprehensive and clearly written monograph, which both consolidates existing knowledge and extends it in significant directions. The exposition is careful and well motivated, with many examples, making it accessible both to newcomers and to readers already familiar with the basics of extreme-value theory. This monograph situates itself naturally among the well-known references in the field of extreme value theory. The book will become an important reference for researchers and graduate students interested in extremes ... .” (Zakhar Kabluchko, Mathematical Reviews, February, 2026)