Estimating the extremal index through local dependence (Q1650108)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimating the extremal index through local dependence |
scientific article |
Statements
Estimating the extremal index through local dependence (English)
0 references
29 June 2018
0 references
extreme value theory
0 references
stationary sequences
0 references
dependence conditions
0 references
extremal index
0 references