Extreme value autoregressive model and its applications (Q2320922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme value autoregressive model and its applications |
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Extreme value autoregressive model and its applications (English)
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27 August 2019
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autoregressive models
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conditional least squares method
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Gumbel extreme value distribution
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maximum likelihood method
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quasi maximum likelihood method
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