Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001)
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scientific article; zbMATH DE number 7697539
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English | Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference |
scientific article; zbMATH DE number 7697539 |
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Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (English)
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19 June 2023
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regularly varying time series
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large deviation principles
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cluster processes
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extremal index
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