Ordinal patterns in clusters of subsequent extremes of regularly varying time series
From MaRDI portal
Publication:2027087
DOI10.1007/s10687-020-00391-2zbMath1468.62343arXiv1902.01237MaRDI 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
cluster; alpha-mixing; ratio estimator; asymptotic results; peaks-over-threshold; empirical estimators; tail process; ordinal pattern; regularly varying time series
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62P12: Applications of statistics to environmental and related topics
62G32: Statistics of extreme values; tail inference
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