Correction to: ``Limit theorems for empirical processes of cluster functionals

DOI10.1214/15-AOS1415MaRDI QIDQ292896zbMATH OpenFDO

Authors Holger Drees, Holger Rootzén

Publication date 9 June 2016

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aos/1460381696

zbMATH Keywords

block bootstrapweak dependenceextremesabsolute regularityclustering of extremescore length

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Cites work

• Limit theorems for empirical processes of cluster functionals
• On Interchanging Limits and Integrals
• Statistics for tail processes of Markov chains

Cited in

(2)

• Inference on the tail process with application to financial time series modeling
• Correction to: ``A generalized local limit theorem for Lasota-Yorke transformations

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