Statistics for heteroscedastic time series extremes (Q6178550)
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scientific article; zbMATH DE number 7788875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistics for heteroscedastic time series extremes |
scientific article; zbMATH DE number 7788875 |
Statements
Statistics for heteroscedastic time series extremes (English)
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16 January 2024
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extremal index
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kernel estimator
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multiplier bootstrap
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non-stationary extremes
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regular varying time series
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