Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (Q6151145)
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scientific article; zbMATH DE number 7802701
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| English | Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation |
scientific article; zbMATH DE number 7802701 |
Statements
Weighted weak convergence of the sequential tail empirical process for heteroscedastic time series with an application to extreme value index estimation (English)
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9 February 2024
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sequential tail empirical process
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weighted weak convergence
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extreme value index
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non-stationary extremes
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regular varying time series
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