• Corpus ID: 248496720

Tail Adversarial Stability for Regularly Varying Linear Processes and their Extensions

@inproceedings{Bai2022TailAS,
  title={Tail Adversarial Stability for Regularly Varying Linear Processes and their Extensions},
  author={Shuyang Bai and Ting Zhang},
  year={2022}
}
The recently introduced notion of tail adversarial stability has been proven useful in studying tail dependent time series and obtaining their limit theorems. Its implication and advantage over the classical strong mixing framework has been examined for max-linear processes, but not yet studied for additive linear processes that have also been commonly used in modeling extremal clusters and tail dependence in time series. In this article, we fill this gap by verifying the tail adversarial… 

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