Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities
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Publication:2388961
DOI10.1016/j.jspi.2009.03.010zbMath1168.62015MaRDI QIDQ2388961
Publication date: 22 July 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.03.010
extremal index; extreme value statistics; point process of exceedances; interval estimators; cluster-size distribution
62E20: Asymptotic distribution theory in statistics
62G32: Statistics of extreme values; tail inference
62M99: Inference from stochastic processes
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Cites Work
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