On the measurement and treatment of extremes in time series (Q508717)
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scientific article; zbMATH DE number 6681760
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the measurement and treatment of extremes in time series |
scientific article; zbMATH DE number 6681760 |
Statements
On the measurement and treatment of extremes in time series (English)
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8 February 2017
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extremal clustering
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extremal index
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time series
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extremogram
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Noah effect
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regular variation
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tail index
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0.7887452244758606
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0.7766612768173218
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0.74641352891922
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0.7382134199142456
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