Asymptotic theory for the inference of the latent trawl model for extreme values

DOI10.1111/SJOS.12563OpenAlexW4225650083MaRDI QIDQ5887768

Valentin Courgeau, Almut E. D. Veraart

Publication date: 13 April 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12563

zbMATH Keywords

generalized method of momentscentral limit theoremgeneralized Pareto distributiontrawl processpairwise likelihood estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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