Asymptotics for sliding blocks estimators of rare events (Q2040062)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Asymptotics for sliding blocks estimators of rare events
scientific article

    Statements

    Asymptotics for sliding blocks estimators of rare events (English)
    0 references
    0 references
    0 references
    0 references
    9 July 2021
    0 references
    asymptotic efficiency
    0 references
    empirical processes
    0 references
    extremal index
    0 references
    extreme value analysis
    0 references
    sliding vs disjoint blocks
    0 references
    time series
    0 references
    uniform central limit theorems
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references