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Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference - MaRDI portal

Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001)

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scientific article; zbMATH DE number 7697539
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Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference
scientific article; zbMATH DE number 7697539

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    Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (English)
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    19 June 2023
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    regularly varying time series
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    large deviation principles
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    cluster processes
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    extremal index
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