1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.ST2021★ 1 cited
Estimation of cluster functionals for regularly varying time series: runs estimators
Youssouph Cissokho, Rafal Kulik
Cluster indices describe extremal behaviour of stationary time series. We consider runs estimators of cluster indices. Using a modern theory of multivariate, regularly varying time…
math.ST2020
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators
Youssouph Cissokho, Rafal Kulik
Cluster indices describe extremal behaviour of stationary time series. We consider their sliding blocks estimators. Using a modern theory of multivariate, regularly varying time se…