论文标题
固定时间序列的统计分析极限：限制群集大小分布的新估计值
Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
论文作者
论文摘要
限制群集尺寸分布提供了一个固定时间序列的序列依赖性的原始重要性。提出了基于块拆毁方案的新估计量，并通过理论上和大规模模拟研究对其进行了分析。显示估算器的滑动块版本显示出胜过脱节块版本。与文献中的一些竞争对手相反，估计量仅取决于统计学家选择的一个未知参数。
A measure of primal importance for capturing the serial dependence of a stationary time series at extreme levels is provided by the limiting cluster size distribution. New estimators based on a blocks declustering scheme are proposed and analyzed both theoretically and by means of a large-scale simulation study. A sliding blocks version of the estimators is shown to outperform a disjoint blocks version. In contrast to some competitors from the literature, the estimators only depend on one unknown parameter to be chosen by the statistician.
