Erratum to: ``Modeling clusters of extreme values

DOI10.1007/s10687-015-0237-xzbMath1383.62153OpenAlexW2230971076MaRDI QIDQ262543

Natalia M. Markovich

Publication date: 30 March 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-015-0237-x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Clusters of extremes: modeling and examples ⋮ Maxima and sums of non-stationary random length sequences ⋮ Ordinal patterns in clusters of subsequent extremes of regularly varying time series

Cites Work

• Modeling clusters of extreme values
• Regularly varying multivariate time series
• Extreme values for stationary and Markov sequences
• Point process and partial sum convergence for weakly dependent random variables with infinite variance

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