Tail approximation in models that involve long range dependence: the distribution of overflows

DOI10.5705/SS.2012.100SzbMath1417.60027OpenAlexW2314383233MaRDI QIDQ2864548

Benjamin Yakir

Publication date: 25 November 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d62f5de142f14fa8920fb0b615417ccab0dda427

zbMATH Keywords

CUSUMlong-range dependencelikelihood-ratio identitymaxima of a random fieldovershoot correction

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Statistics of extreme values; tail inference (62G32)

This page was built for publication: Tail approximation in models that involve long range dependence: the distribution of overflows