Extremal clustering in non-stationary random sequences
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Publication:825998
DOI10.1007/s10687-021-00418-2zbMath1498.60184arXiv1910.11660OpenAlexW3161144661MaRDI QIDQ825998
Ioannis Papastathopoulos, Graeme Auld
Publication date: 18 December 2021
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.11660
extremal indexperiodic processesclustering of extremesnon-stationary sequencesinterexceedance timesintervals estimator
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