Central limit theory for Peaks-over-Threshold partial sums of long memory linear time series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Scheffel, Ioan, Oesting, Marco, Stupfler, Gilles
Format:	Preprint
Published:	2025
Subjects:	Probability Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.20789