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Estimation of cluster functionals for regularly varying time series: runs estimators - MaRDI portal

Estimation of cluster functionals for regularly varying time series: runs estimators (Q2154960)

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scientific article; zbMATH DE number 7556939
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Estimation of cluster functionals for regularly varying time series: runs estimators
scientific article; zbMATH DE number 7556939

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    Estimation of cluster functionals for regularly varying time series: runs estimators (English)
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    15 July 2022
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    regularly varying time series
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    extremes
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    cluster index
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    extremal index
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