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math.PR2025
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…
math.PR2018
On a class of norms generated by nonnegative integrable distributions
Michael Falk, Gilles Stupfler
We show that any distribution function on with nonnegative, nonzero and integrable marginal distributions can be characterized by a norm on , calle…