Clémonell Bilayi-Biakana

most citedStatistical inference for heavy tailed series with extremal independence

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

math.ST2018★ 2 cited

Statistical inference for heavy tailed series with extremal independence

Clemonell Bilayi-Biakana, Rafal Kulik, Philippe Soulier

We consider stationary time series ${X_{j}, j \in Z} w h ose f ini t e d im e n s i o na l d i s t r ib u t i o n s a r er e g u l a r l y v a r y in g w i t h e x t r e ma l in d e p e n d e n ce . W e a ss u m e t ha t f or e a c h$ h \geq 1$, co…