Estimation of the extremal index using censored distributions.
- Published in:
- Extremes, 2020, v. 23, n. 2, p. 197, doi. 10.1007/s10687-020-00374-3
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- Publication type:
- Article
Works matching IS 13861999 AND DT 2020 AND VI 23 AND IP 2
Results: 6
1
2
Power variations for a class of Brown-Resnick processes.
- Published in:
- Extremes, 2020, v. 23, n. 2, p. 215, doi. 10.1007/s10687-020-00373-4
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- Publication type:
- Article
3
On distributionally robust extreme value analysis.
- Published in:
- Extremes, 2020, v. 23, n. 2, p. 317, doi. 10.1007/s10687-019-00371-1
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- Publication type:
- Article
4
Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles.
- Published in:
- Extremes, 2020, v. 23, n. 2, p. 349, doi. 10.1007/s10687-019-00370-2
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- Publication type:
- Article
5
Dynamic tail inference with log-Laplace volatility.
- Published in:
- Extremes, 2020, v. 23, n. 2, p. 287, doi. 10.1007/s10687-019-00368-w
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- Publication type:
- Article
6
On tail dependence matrices: The realization problem for parametric families.
- Published in:
- Extremes, 2020, v. 23, n. 2, p. 245, doi. 10.1007/s10687-019-00366-y
- By:
- Publication type:
- Article