Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752)
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scientific article
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| English | Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution |
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Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (English)
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16 May 2022
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asymptotic theory
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block maxima
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clusters of extremes
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mixing coefficients
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0.8475996255874634
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0.8273882865905762
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0.8197622299194336
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0.804274320602417
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0.8008320331573486
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