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Cluster based inference for extremes of time series

Cluster based inference for extremes of time series

15 March 2021
H. Drees
Anja Janssen
Sebastian Neblung
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Papers citing "Cluster based inference for extremes of time series"

1 / 1 papers shown
Title
Asymptotics for sliding blocks estimators of rare events
Asymptotics for sliding blocks estimators of rare events
H. Drees
Sebastian Neblung
29
9
0
02 Mar 2020
1