Some variations on the extremal index
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Publication:6174430
DOI10.1007/s10958-023-06533-8zbMath1515.60163arXiv2106.05117OpenAlexW4287122414MaRDI QIDQ6174430
Gloria Buriticá, Olivier Wintenberger, Thomas Mikosch, Nicolas Meyer
Publication date: 14 July 2023
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.05117
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Cites Work
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