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...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/1822/55225 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/55225 |