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SUMMARY:Hrvoje Planinić (University of Zagreb)
DTSTART:20230921T091500Z
DTEND:20230921T100000Z
DTSTAMP:20260422T155025Z
UID:gbgstats/32
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/gbgstats/32/
 ">Extremes of stationary heavy-tailed time series</a>\nby Hrvoje Planinić
  (University of Zagreb) as part of Gothenburg statistics seminar\n\nLectur
 e held in MVL14.\n\nAbstract\nWe will present a framework for describing t
 he asymptotic behavior of high-level exceedances for stationary (i.e. depe
 ndent) time series with heavy-tailed marginal distribution and whose excee
 dances occur in clusters\; think of modelling e.g. financial returns or da
 ily rainfall measurements. The main tools are the theory of point processe
 s and the notion of the so-called tail process. The latter allows one to f
 ully describe the asymptotic distribution of the extremal clusters using t
 he language of standard Palm theory. We will illustrate the general theory
  on simple moving average models. If time permits\, we will comment on how
  this framework can be extended to deal with extremes related to models fr
 om stochastic geometry.\n
LOCATION:https://researchseminars.org/talk/gbgstats/32/
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