Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (Q2044397)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of cluster functionals for regularly varying time series: sliding blocks estimators |
scientific article |
Statements
Estimation of cluster functionals for regularly varying time series: sliding blocks estimators (English)
0 references
9 August 2021
0 references
regularly varying time series
0 references
extremes
0 references
cluster index
0 references
extremal index
0 references
0 references
0 references
0 references
0 references
0 references
