Inference for heavy tailed stationary time series based on sliding blocks (Q1746555)

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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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