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math.PR2026
Asymptotic behavior of spatio-temporal point processes of exceedances
Carolin Forster, Marco Oesting
In this paper, we analyze the asymptotic behavior of the point process of exceedances in a spatio-temporal setting whose points are given by the rescaled occurrence times, the site…
math.PR2026
Central limit theory for Peaks-over-Threshold partial sums of long memory linear time series
Ioan Scheffel, Marco Oesting, Gilles Stupfler
Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied prob…