tsxtreme

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Bayesian Modelling of Extremal Dependence in Time Series

Thomas Lugrin

Last update: 23 April 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.3.3

Source code repository: https://github.com/cran/tsxtreme

Cites work

• A Conditional Approach for Multivariate Extreme Values (with Discussion)

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