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Trends in Extreme Value Indices - MaRDI portal

Trends in Extreme Value Indices (Q6040686)

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scientific article; zbMATH DE number 7687378
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English
Trends in Extreme Value Indices
scientific article; zbMATH DE number 7687378

    Statements

    title
    Trends in Extreme Value Indices (English)
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    author
    Laurens De Haan
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    Chen Zhou
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    publication date
    22 May 2023
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    zbMATH Keywords
    Hill estimator
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    local and global estimation
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    peak over threshold
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    stochastic integral
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    62F12
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    60G70
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    zbMATH DE Number
    7687378
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    OpenAlex ID
    W2997657976
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