Estimation of Limiting Conditional Probabilities for Regularly Varying Time Series
| dc.contributor.author | Dimy Anguima Ibondzi, Herve | |
| dc.contributor.supervisor | Kulik, Rafal | |
| dc.date.accessioned | 2014-04-16T17:20:13Z | |
| dc.date.available | 2014-04-16T17:20:13Z | |
| dc.date.created | 2014 | |
| dc.date.issued | 2014 | |
| dc.degree.discipline | Sciences / Science | |
| dc.degree.level | masters | |
| dc.degree.name | MSc | |
| dc.description.abstract | 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. | |
| dc.embargo.terms | immediate | |
| dc.faculty.department | Mathématiques et statistique / Mathematics and Statistics | |
| dc.identifier.uri | http://hdl.handle.net/10393/30906 | |
| dc.identifier.uri | http://dx.doi.org/10.20381/ruor-3637 | |
| dc.language.iso | en | |
| dc.publisher | Université d'Ottawa / University of Ottawa | |
| dc.subject | Conditional Probabilities | |
| dc.title | Estimation of Limiting Conditional Probabilities for Regularly Varying Time Series | |
| dc.type | Thesis | |
| thesis.degree.discipline | Sciences / Science | |
| thesis.degree.level | Masters | |
| thesis.degree.name | MSc | |
| uottawa.department | Mathématiques et statistique / Mathematics and Statistics |
