Inference for heavy tailed stationary time series based on sliding blocks (Q1746555)
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scientific article
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| English | Inference for heavy tailed stationary time series based on sliding blocks |
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Inference for heavy tailed stationary time series based on sliding blocks (English)
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25 April 2018
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Apéry's constant
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block maxima
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Fréchet distribution
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maximum likelihood estimator
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Marshall-Olkin distribution
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Pickands dependence function
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return level
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0.8135976195335388
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0.8090271353721619
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0.789846658706665
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0.7865726947784424
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0.7820711135864258
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