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

Preprints

arXiv

Maxima of stationary systems of randomly time-changed Lévy particles

Ioan Scheffel

arXiv preprint, 2026

arXiv PDF