Zaoli Chen | DeepAI

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Rafal Kulik
6 publications

research

∙ 09/06/2023

Asymptotic expansions for blocks estimators: PoT framework

We consider disjoint and sliding blocks estimators of cluster indices fo...

0 Zaoli Chen, et al. ∙

research

∙ 08/30/2023

Limit theorems for unbounded cluster functionals of regularly varying time series

A blocks method is used to define clusters of extreme values in stationa...

0 Zaoli Chen, et al. ∙