This book aims to present a comprehensive self-contained and concise overview of extreme
value theory for time series incorporating the latest research trends alongside classical
methodology. Appropriate for graduate coursework or professional reference the book requires a
background in extreme value theory for i.i.d. data and basics of time series. Following a brief
review of foundational concepts it progresses linearly through topics in limit theorems and
time series models while including historical insights at each chapter's conclusion.
Additionally the book incorporates complete proofs and exercises with solutions as well as
substantive reference lists and appendices featuring a novel commentary on the theory of vague
convergence.
