Analysis of estimation methods for the extremal index
Many datasets present time-dependent variation and short-term clustering within extreme values. The extremal index is a primary measure to evaluate clustering of high values in a stationary sequence. Estimation procedures are based on the choice of a threshold and/or a declustering parameter or a bl...
| Main Author: | |
|---|---|
| Format: | article |
| Language: | eng |
| Published: |
2018
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/1822/55225 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/55225 |