Freitas, Ana Cristina Moreira; Freitas, Jorge Milhazes; … - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1653-1687
We obtain error terms on the rate of convergence to Extreme Value Laws, and to the asymptotic Hitting Time Statistics, for a general class of weakly dependent stochastic processes. The dependence of the error terms on the ‘time’ and ‘length’ scales is very explicit. Specialising to data...