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Estimation of cluster functionals for regularly varying time series: sliding blocks estimators. (arXiv:2005.11378v1 [math.ST]) http://arxiv.org/abs/2005.11378
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators. (arXiv:2005.11378v1 [math.ST]) http://arxiv.org/abs/2005.11378