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Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
Axel Bücher, Tobias Jennessen · 2020-11-10 · via math.ST updates on arXiv.org

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.

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