A new blocks estimator for the extremal index

DOI10.1080/03610926.2022.2050405arXiv2108.00754MaRDI QIDQ6078230

Helena Ferreira, Marta Ferreira

Publication date: 24 October 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.00754

zbMATH Keywords

extreme value theoryextremal indexstationary sequencestail dependence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Cites Work

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