Inference for extreme values under threshold‐based stopping rules
نویسندگان
چکیده
منابع مشابه
Inference for the limiting cluster size distribution of extreme values
Any limiting point process for the time normalized exceedances of high levels by a stationary sequence is necessarily compound Poisson under appropriate long range dependence conditions. Typically ex-ceedances appear in clusters. The underlying Poisson points represent the cluster positions and the multiplicities correspond to the cluster sizes. In the present paper we introduce estimators of t...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series C (Applied Statistics)
سال: 2020
ISSN: 0035-9254,1467-9876
DOI: 10.1111/rssc.12420