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• W2799000978 abstract "We consider stationary time series ${X_j, j in Z} whose finite dimensional distributions are regularly varying with extremal independence. We assume that for each $h geq 1$, conditionally on $X_0$ to exceed a threshold tending to infinity, the conditional distribution of $X_h$ suitably normalized converges weakly to a non degenerate distribution. We consider in this paper the estimation of the normalization and of the limiting distribution." @default.
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• W2799000978 date "2019-12-13" @default.
• W2799000978 modified "2023-10-14" @default.
• W2799000978 title "Statistical inference for heavy tailed series with extremal independence" @default.
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• W2799000978 doi "https://doi.org/10.1007/s10687-019-00365-z" @default.
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