scientific article; zbMATH DE number 7219016

zbMATH Open1436.62435MaRDI QIDQ3295397FDOQ3295397

Authors: Clara Cordeiro, Manuela Neves 

Publication date: 8 July 2020

Title of this publication is not available (Why is that?)

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zbMATH Keywords

modellingtime seriesextreme valuesresampling procedures

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

Cited In (5)

• Modelling extremes of time-dependent data by Markov-switching structures
• Modelling time series extremes
• Moving-maximum models for extrema of time series
• A prediction-residual approach for identifying rare events in periodic time series
• An introduction to statistical modeling of extreme values

Uses Software

• R
• Boot.EXPOS

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