Asymptotic theory for the inference of the latent trawl model for extreme values (Q5887768)
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scientific article; zbMATH DE number 7674516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for the inference of the latent trawl model for extreme values |
scientific article; zbMATH DE number 7674516 |
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Asymptotic theory for the inference of the latent trawl model for extreme values (English)
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13 April 2023
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central limit theorem
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generalized method of moments
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generalized Pareto distribution
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pairwise likelihood estimation
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trawl process
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