79 citations · 280 across the 39 of their papers we have counts for
Showing 2019 · math.STShow all
2 papers · 2 filters
math.ST2019★ 5 cited
Multiple block sizes and overlapping blocks for multivariate time series extremes
Nan Zou, Stanislav Volgushev, Axel Bücher
Block maxima methods constitute a fundamental part of the statistical toolbox in extreme value analysis. However, most of the corresponding theory is derived under the simplifying…
math.ST2019
Inference for Change Points in High Dimensional Data via Self-Normalization
Runmin Wang, Changbo Zhu, Stanislav Volgushev +1
This article considers change point testing and estimation for a sequence of high-dimensional data. In the case of testing for a mean shift for high-dimensional independent data, w…