3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.ST2014★ 3 cited
Lower bounds to the accuracy of inference on heavy tails
S. Y. Novak
The paper suggests a simple method of deriving minimax lower bounds to the accuracy of statistical inference on heavy tails. A well-known result by Hall and Welsh (Ann. Statist. 12…
math.PR2010
On limiting cluster size distributions for processes of exceedances for stationary sequences
Konstantin Borovkov, Serguei Novak
It is well known that, under broad assumptions, the time-scaled point process of exceedances of a high level by a stationary sequence converges to a compound Poisson process as the…