Modelling time series extremes (Q2921617)
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scientific article; zbMATH DE number 6354758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling time series extremes |
scientific article; zbMATH DE number 6354758 |
Statements
13 October 2014
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Bayesian statistics
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Box-Cox transformation
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clustering
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dependence
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extremal index
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extremogram
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generalized extreme-value distribution
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generalized Pareto distribution
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Hill estimator
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nonparametric smoothing
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non-stationarity
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regression
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tail index
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Modelling time series extremes (English)
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