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Statistical inference for heavy tailed series with extremal independence

Statistical inference for heavy tailed series with extremal independence

29 April 2018
Clémonell Bilayi-Biakana
Rafal Kulik
P. Soulier
ArXivPDFHTML

Papers citing "Statistical inference for heavy tailed series with extremal independence"

1 / 1 papers shown
Title
Estimation of cluster functionals for regularly varying time series:
  runs estimators
Estimation of cluster functionals for regularly varying time series: runs estimators
Youssouph Cissokho
Rafal Kulik
34
4
0
05 Sep 2021
1