Ordinal patterns in clusters of subsequent extremes of regularly varying time series
Publication:2027087
DOI10.1007/s10687-020-00391-2zbMath1468.62343arXiv1902.01237OpenAlexW3080658476MaRDI QIDQ2027087
Alexander Schnurr, Marco Oesting
Publication date: 21 May 2021
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.01237
clusteralpha-mixingratio estimatorasymptotic resultspeaks-over-thresholdempirical estimatorstail processordinal patternregularly varying time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)
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