Modelling extremes of time-dependent data by Markov-switching structures
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Publication:1011533
DOI10.1016/J.JSPI.2008.08.022zbMath1159.62056OpenAlexW2039409870MaRDI QIDQ1011533
Publication date: 8 April 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.08.022
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Markov processes: estimation; hidden Markov models (62M05)
Uses Software
Cites Work
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