Estimating the extremal index through local dependence (Q1650108)
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scientific article; zbMATH DE number 6897962
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Estimating the extremal index through local dependence |
scientific article; zbMATH DE number 6897962 |
Statements
Estimating the extremal index through local dependence (English)
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29 June 2018
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extreme value theory
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stationary sequences
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dependence conditions
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extremal index
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0.8381901979446411
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0.8381901979446411
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0.833989143371582
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0.8129443526268005
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