SMRI Seminar: ’Disjoint and sliding blocks estimators for heavy tailed time series’ Rafal Kulik (University of Ottawa) Thursday 10th November, 1:00pm-2:00pm (followed by afternoon tea on the SMRI terrace) Quad S223 & Online Register for online attendance: https://uni-sydney.zoom.us/j/85884880854 Abstract: Extreme value theory deals with large values and rare events. These large values tend to cluster in case of temporal dependence. This clustering behaviour is widely observed in practice. I will start with a mild introduction to extreme value theory, discussing probabilistic and statistical issues. This part will be accessible to a broader audience. Then, I will talk about a more specific problem of statistical theory for cluster functionals and rare events. Two types of estimators are of a primary importance: disjoint and sliding blocks estimators. It has been conjectured that sliding blocks estimators are "better" (to be made precise in the talk). We proved in a recent series of papers that this is not the case and in fact both disjoint and sliding blocks estimators are asymptotically equivalent. This part will be aimed at probabilistic and statisticians. I will conclude with recent directions in extreme value theory, such as extremes in high dimension, extremes of graphs and networks. Note This seminar will be recorded, including participant questions (participants only when asking questions), and uploaded to the SMRI YouTube Channel https://www.youtube.com/c/SydneyMathematicalResearchInstituteSMRI Please email smri.admin@sydney.edu.au if you register but do not receive a confirmation email ~24 hours prior to the seminar. Other upcoming SMRI events can be found here: https://mathematical-research-institute.sydney.edu.au/news-events/