Gloria Buriticá

Gloria Buriticá

I'm a lecturer in statistics at MIA Paris-Saclay, AgroParisTech. My research is centered on extreme value theory and statistical learning with a primary focus on risk assessment in climate sciences.

Some variations of the extremal index

Published in Zap. Nauchn. Semin. POMI. Volume 501, Probability and Statistics, 2021

Recommended citation: G. Buriticá, N. Meyer, T. Mikosch, O. Wintenberger. (2021). Some variations of the extremal index. Zap. Nauchn. Semin. POMI. Volume 501, Probability and Statistics.* **30**, 52—77. To be translated in J.Math.Sci. (Springer). https://arxiv.org/abs/2106.05117

‘This paper is an overview on the extremal index for stationary time series. It provides a new interpretation in terms of α-clusters, where α is the tail-index of the series.’

[Download paper here]. (Check code here).

G. Buriticá, N. Meyer, T. Mikosch, O. Wintenberger. (2021). Some variations of the extremal index. Zap. Nauchn. Semin. POMI. Volume 501, Probability and Statistics.* 30, 52—77. To be translated in J.Math.Sci. (Springer).