Limit theorems for unbounded cluster functionals of regularly varying time series

30 August 2023

Papers citing "Limit theorems for unbounded cluster functionals of regularly varying time series"

3 / 3 papers shown

Title
Asymptotic expansions for blocks estimators: PoT framework Zaoli Chen Rafal Kulik 64 3 0 06 Sep 2023
A large deviations approach to limit theory for heavy-tailed time series T. Mikosch Olivier Wintenberger 38 36 0 01 Sep 2015
Regularly varying multivariate time series Bojan Basrak Johan Segers 131 220 0 26 Jul 2007