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Likelihood-Based Inference for Time Series Extremes

Paul J. Northrop

Last update: 27 January 2023

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

Software version identifier: 1.1.0

Cites work

• Model misspecification in peaks over threshold analysis
• Estimating return levels from serially dependent extremes
• Inference for clustered data using the independence loglikelihood

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