On the disjoint and sliding block maxima method for piecewise stationary time series
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Publication:6172189
DOI10.1214/23-aos2260arXiv2110.15576OpenAlexW3210129742MaRDI QIDQ6172189
Publication date: 19 July 2023
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.15576
asymptotic normalityMarshall-Olkin distributionextreme value statisticsreturn leveltemperature extremes
Asymptotic properties of parametric estimators (62F12) Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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