Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (Q5139776)

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scientific article; zbMATH DE number 7284294
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Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation
scientific article; zbMATH DE number 7284294

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    Clustering of extreme events in time series generated by the fractional Ornstein–Uhlenbeck equation (English)
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    10 December 2020
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    clustering
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    extreme events
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    time series
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    fractional Ornstein-Uhlenbeck equation
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