In this thesis we are concerned with estimation of clustering probabilities for univariate heavy tailed time series. We employ functional convergence of a bivariate tail empirical process to conclude asymptotic normality of an estimator of the clustering probabilities. Theoretical results are illustrated by simulation studies.
| Identifer | oai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:OOU.#10393/30906 |
| Date | 16 April 2014 |
| Creators | Dimy Anguima Ibondzi, Herve |
| Source Sets | Library and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada |
| Language | English |
| Detected Language | English |
| Type | Thèse / Thesis |
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