Moving-maximum models for extrema of time series (Q1600711)

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Moving-maximum models for extrema of time series
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    Moving-maximum models for extrema of time series (English)
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    16 June 2002
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    autoregression
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    bootstrap
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    confidence interval
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    generalised Pareto distribution
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    moving average
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    Pareto distribution
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    percentile method
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    prediction interval
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    extreme-value distributions
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