Estimation of cluster functionals for regularly varying time series: runs estimators

DOI10.1214/22-EJS2026MaRDI QIDQ2154960

Youssouph Cissokho, Rafał Kulik

Publication date: 15 July 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.02164

zbMATH Keywords

extremal indexextremesregularly varying time seriescluster index

Mathematics Subject Classification ID

Statistics (62-XX)

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