Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (Q3224214)

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Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds
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    Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds (English)
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    29 March 2012
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    extremal index
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    generalized Pareto distribution
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    L-moment
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    peaks over thresholds
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