Moving-maximum models for extrema of time series (Q1600711)
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scientific article; zbMATH DE number 1756380
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving-maximum models for extrema of time series |
scientific article; zbMATH DE number 1756380 |
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Moving-maximum models for extrema of time series (English)
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16 June 2002
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autoregression
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bootstrap
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confidence interval
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generalised Pareto distribution
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moving average
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Pareto distribution
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percentile method
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prediction interval
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extreme-value distributions
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0.8794594
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0.8689883
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0.86837655
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