Estimation of cluster functionals for regularly varying time series: runs estimators

5 September 2021

Papers citing "Estimation of cluster functionals for regularly varying time series: runs estimators"

4 / 4 papers shown

Title
Asymptotic expansions for blocks estimators: PoT framework Zaoli Chen Rafal Kulik 13 2 0 06 Sep 2023
Asymptotics for sliding blocks estimators of rare events H. Drees Sebastian Neblung 21 9 0 02 Mar 2020
Statistical inference for heavy tailed series with extremal independence Clémonell Bilayi-Biakana Rafal Kulik P. Soulier 14 2 0 29 Apr 2018
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression L. Comminges A. Dalalyan 71 58 0 09 Aug 2012