Tail approximation in models that involve long range dependence: the distribution of overflows

DOI10.5705/SS.2012.100SMaRDI QIDQ2864548zbMATH OpenOpenAlexFDO

Authors B. Yakir

Publication date 25 November 2013

Published in Statistica Sinica (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/d62f5de142f14fa8920fb0b615417ccab0dda427

zbMATH Keywords

CUSUMlong-range dependencelikelihood-ratio identitymaxima of a random fieldovershoot correction

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Stationary stochastic processes (60G10)

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