Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series (Q2405224)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series |
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Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series (English)
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21 September 2017
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asymptotic normality
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block maxima method
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heavy tails
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maximum likelihood estimation
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stationary time series
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triangular arrays
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