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    Statements

    author
    Anne-Laure Fougères
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    John P. Nolan
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    Holger Rootzén
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    publication date
    22 April 2010
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    Mathematics Subject Classification ID
    62G32
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    62J10
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    62M10
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    60E07
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    zbMATH DE Number
    5697600
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    zbMATH Keywords
    Gumbel distributions
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    stable distributions
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    ANOVA
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    hidden moving averages
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    hidden autoregression
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