Open AccessInference for heavy tailed stationary time series based on sliding blocks
Author(s) -
Axel Bücher,
Johan Segers
Publication year - 2018
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/18-ejs1415
Subject(s) - mathematics , maxima , extreme value theory , estimator , series (stratigraphy) , inference , disjoint sets , generalized extreme value distribution , statistics , algorithm , asymptotic distribution , heavy tailed distribution , combinatorics , probability distribution , computer science , artificial intelligence , art , paleontology , biology , art history , performance art
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