Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397)
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scientific article; zbMATH DE number 7379712
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| English | Estimation of cluster functionals for regularly varying time series: sliding blocks estimators |
scientific article; zbMATH DE number 7379712 |
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Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (English)
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9 August 2021
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regularly varying time series
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extremes
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cluster index
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extremal index
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0.8495476245880127
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0.8430107235908508
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0.838696300983429
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0.8273882865905762
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0.8210191130638123
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