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The Integrated periodogram of a dependent extremal event sequence
Thomas Valentin Mikosch
, Yuwei Zhao
Department of Mathematical Sciences
6
Citations (Scopus)
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Dive into the research topics of 'The Integrated periodogram of a dependent extremal event sequence'. Together they form a unique fingerprint.
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Mathematics
Periodogram
100%
Extremal
100%
Indicator Function
66%
Gaussian Process
33%
Stationary Sequence
33%
Regular Variation
33%
Euclidean Space
33%
Asymptotic Property
33%
Covariance Structure
33%
Main Result
33%
Test Statistic
33%
Real Life
33%
Goodness of Fit Test
33%
Central Limit Theorem
33%
Keyphrases
Integrated Periodogram
100%
Real-life Data
33%
Brownian Bridge
33%
Mises
33%