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Asymptotics for sliding blocks estimators of rare events

2 March 2020

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

4 / 4 papers shown

Title
Asymptotic expansions for blocks estimators: PoT framework Zaoli Chen Rafal Kulik 83 3 0 06 Sep 2023
Estimation of cluster functionals for regularly varying time series: runs estimators Youssouph Cissokho Rafal Kulik 71 3 0 05 Sep 2021
Cluster based inference for extremes of time series H. Drees Anja Janssen Sebastian Neblung 112 6 0 15 Mar 2021
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators Youssouph Cissokho Rafal Kulik 42 10 0 22 May 2020