A horse race between the block maxima method and the peak-over-threshold approach (Q2075692)
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scientific article; zbMATH DE number 7473923
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A horse race between the block maxima method and the peak-over-threshold approach |
scientific article; zbMATH DE number 7473923 |
Statements
A horse race between the block maxima method and the peak-over-threshold approach (English)
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15 February 2022
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extreme value statistics
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extreme value index
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extremal index
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stationary time series
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0.8668754
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0.8439617
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0.8277363
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0.82490057
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0.8234978
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0.81878066
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0.8104628
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