On the estimation of the heavy-tail exponent in time series using the max-spectrum (Q3103151)
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scientific article
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| English | On the estimation of the heavy-tail exponent in time series using the max-spectrum |
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On the estimation of the heavy-tail exponent in time series using the max-spectrum (English)
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26 November 2011
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heavy-tail exponent
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max-spectrum
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block-maxima
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heavy-tailed time series
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moving maxima
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Max-stable
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Fréchet distribution
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