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Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution - MaRDI portal

Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (Q2137752)

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Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution
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    Statistical analysis for stationary time series at extreme levels: new estimators for the limiting cluster size distribution (English)
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    16 May 2022
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    asymptotic theory
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    block maxima
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    clusters of extremes
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    mixing coefficients
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