Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (Q2198603)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds |
scientific article |
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Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds (English)
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10 September 2020
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heavy tails
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regular variation
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spectral tail process
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stationary time series
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tail process
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threshold selection
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