Heavy-Tailed Time Series (Hardcover, 2020)

Regular variation.- Regularly varying random variables.- Regularly varying random vectors.- Dealing with extremal independence.- Regular variation of series and random sums.- Regularly varying time series.-  Limit theorems.- Convergence of clusters-. Point process convergence.- Convergence to stable and extremal processes.- The tall empirical and quantile processes.- Estimation of cluster functionals.- Estimation for extremally independent time series.- Bootstrap.- Time series models.- Max-stable processes.- Markov chains.- Moving averages.- Long memory processes.- Appendices.