Estimation of cluster functionals for regularly varying time series: sliding blocks estimators

22 May 2020

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

3 / 3 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
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution Axel Bücher Tobias Jennessen 23 0 0 09 Nov 2020