We consider stationary time series \(\{X_{j},j\in \mathbb {Z}\}\) whose finite dimensional distributions are regularly varying with extremal independence. We assume that for each h ≥ 1, conditionally on X₀ to exceed a threshold tending to infinity, the conditional distribution of X_h suitably normalized converges weakly to a non degenerate distribution. We consider in this paper the estimation of the normalization and of the limiting distribution.

中文翻译：

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具有极端独立性的重尾序列的统计推断

我们考虑固定时间序列\（\ {X_ {j}，j \ in \ mathbb {Z} \} \），其有限维分布随极值独立性而规则变化。我们假设每个ħ ≥1，有条件地对X ₀到超过阈值趋向于无穷大时，的条件分布X _ħ适当归一化收敛弱到非退化分布。我们在本文中考虑对归一化和极限分布的估计。