Asymptotics for sliding blocks estimators of rare events

2 March 2020

Papers citing "Asymptotics for sliding blocks estimators of rare events"

3 / 3 papers shown

Title
Asymptotic expansions for blocks estimators: PoT framework Zaoli Chen Rafal Kulik 13 2 0 06 Sep 2023
Estimation of cluster functionals for regularly varying time series: runs estimators Youssouph Cissokho Rafal Kulik 34 4 0 05 Sep 2021
Cluster based inference for extremes of time series H. Drees Anja Janssen Sebastian Neblung 13 5 0 15 Mar 2021