Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071): Difference between revisions
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Revision as of 00:54, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Whittle estimation based on the extremal spectral density of a heavy-tailed random field |
scientific article |
Statements
Whittle estimation based on the extremal spectral density of a heavy-tailed random field (English)
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8 December 2022
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extreme value theory
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Whittle estimation
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Brown-Resnick random field
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max-moving averages
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spectral analysis
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