Extremal index blocks estimator: the threshold and the block size choice (Q5861451)

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scientific article; zbMATH DE number 7482679
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Extremal index blocks estimator: the threshold and the block size choice
scientific article; zbMATH DE number 7482679

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    Extremal index blocks estimator: the threshold and the block size choice (English)
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    1 March 2022
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    blocks estimators
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    dependence conditions
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    extremal index
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    statistics of extremes
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