Clustering of extreme values: estimation and application
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Publication:6549698
Cites work
- scientific article; zbMATH DE number 597912 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- A comparison of methods for estimating the extremal index
- An efficient semiparametric maxima estimator of the extremal index
- Automatic Block-Length Selection for the Dependent Bootstrap
- Basic properties and prediction of max-ARMA processes
- Bootstrap and other resampling methodologies in statistics of extremes
- Calculating the extremal index for a class of stationary sequences
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- Estimating the extremal index through local dependence
- Estimating the parameters of rare events
- Estimation of the extremal index using censored distributions
- Extremal index blocks estimator: the threshold and the block size choice
- Extremal index estimation for a weakly dependent stationary sequence
- Extreme values for stationary and Markov sequences
- Extremes and local dependence in stationary sequences
- Improved interexceedance-times-based estimator of the extremal index using truncated distribution
- Inference for Clusters of Extreme Values
- Likelihood estimation of the extremal index
- Model misspecification in peaks over threshold analysis
- On blocks and runs estimators of the extremal index
- On extreme values in stationary sequences
- On the exceedance point process for a stationary sequence
- Point processes and multivariate extreme values
- Rare events for product fractal sets *
- Statistics of Extremes
- The Stationary Bootstrap
- The extremal index for a Markov chain
- The jackknife and the bootstrap for general stationary observations
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