Statistics for heteroscedastic time series extremes

DOI10.3150/22-BEJ1560arXiv2204.09534OpenAlexW4388506997MaRDI QIDQ6178550

Axel Bücher, Tobias Jennessen

Publication date: 16 January 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.09534

zbMATH Keywords

extremal indexkernel estimatormultiplier bootstrapnon-stationary extremesregular varying time series

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

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