Publications

Published papers

SPA

Central limit theory for Peaks-over-Threshold partial sums of long memory linear time series

Ioan Scheffel, Marco Oesting, Gilles Stupfler

Stochastic Processes and their Applications 197 (2026), Article 104929

DOI arXiv PDF

BibTeX

@article{scheffel2026central,
  author  = {Scheffel, Ioan and Oesting, Marco and Stupfler, Gilles},
  title   = {Central limit theory for {Peaks-over-Threshold} partial
             sums of long memory linear time series},
  journal = {Stochastic Processes and their Applications},
  volume  = {197},
  pages   = {104929},
  year    = {2026},
  doi     = {10.1016/j.spa.2026.104929}
}

Preprints

arXiv

Maxima of stationary systems of randomly time-changed Lévy particles

Ioan Scheffel

arXiv preprint, 2026

arXiv PDF

BibTeX

@misc{scheffel2026maxima,
  author        = {Scheffel, Ioan},
  title         = {Maxima of stationary systems of randomly time-changed
                   {L\'{e}vy} particles},
  year          = {2026},
  eprint        = {2604.11434},
  archivePrefix = {arXiv},
  primaryClass  = {math.PR}
}

arXiv

Central limit theory for serial tail dependence estimators in heavy-tailed long memory linear time series

Ioan Scheffel, Marco Oesting, Gilles Stupfler

arXiv preprint, 2026

arXiv PDF

BibTeX

@misc{scheffel2026serial,
  author        = {Scheffel, Ioan and Oesting, Marco and Stupfler, Gilles},
  title         = {Central limit theory for serial tail dependence estimators
                   in heavy-tailed long memory linear time series},
  year          = {2026},
  eprint        = {2608.10944},
  archivePrefix = {arXiv},
  primaryClass  = {math.ST}
}