Statistical Inference for inter-arrival times of extreme events in bursty time series

DOI10.1016/J.CSDA.2020.107096zbMath1510.62358arXiv1802.05218MaRDI QIDQ6297757

Smarak Nayak, Katharina Hees, Peter Straka

Publication date: 14 February 2018

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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