Multiple block sizes and overlapping blocks for multivariate time series extremes (Q2656597)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple block sizes and overlapping blocks for multivariate time series extremes |
scientific article |
Statements
Multiple block sizes and overlapping blocks for multivariate time series extremes (English)
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11 March 2021
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extreme-value copula
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second-order condition
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bias correction
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mixing coefficients
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block maxima
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empirical process
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