Dependent Lindeberg central limit theorem for the fidis of empirical processes of cluster functionals

DOI10.1080/02331888.2018.1470630zbMath1394.60016OpenAlexW2803250490WikidataQ129814385 ScholiaQ129814385MaRDI QIDQ4580022

José G. Gómez

Publication date: 13 August 2018

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2018.1470630

zbMATH Keywords

extremogramcentral limit theoremweak dependenceclustering of extremesLindeberg methodcluster functional

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Functional limit theorems; invariance principles (60F17)

Uses Software

• R
• MVN

Cites Work

• Unnamed Item
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• Mixing: Properties and examples
• A new weak dependence condition and applications to moment inequalities
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• Weak dependence. With examples and applications.
• Non-strong mixing autoregressive processes
• A class of invariant consistent tests for multivariate normality
• Functionals of clusters of extremes
• Dependent Lindeberg central limit theorem and some applications
• WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
• Measures of multivariate skewness and kurtosis with applications

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