Asymptotic expansions for blocks estimators: PoT framework

6 September 2023

Papers citing "Asymptotic expansions for blocks estimators: PoT framework"

8 / 8 papers shown

Title
Limit theorems for unbounded cluster functionals of regularly varying time series Zaoli Chen Rafal Kulik 37 3 0 30 Aug 2023
Estimation of cluster functionals for regularly varying time series: runs estimators Youssouph Cissokho Rafal Kulik 48 3 0 05 Sep 2021
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators Youssouph Cissokho Rafal Kulik 23 10 0 22 May 2020
Asymptotics for sliding blocks estimators of rare events H. Drees Sebastian Neblung 83 9 0 02 Mar 2020
Inference for heavy tailed stationary time series based on sliding blocks Axel Bücher Johan Segers AI4TS 23 19 0 06 Jun 2017
Precise large deviations for dependent regularly varying sequences T. Mikosch Olivier Wintenberger 70 45 0 07 Jun 2012
Limit theorems for empirical processes of cluster functionals H. Drees Holger Rootzén 86 76 0 02 Oct 2009
Regularly varying multivariate time series Bojan Basrak Johan Segers 131 220 0 26 Jul 2007