Improved interexceedance-times-based estimator of the extremal index using truncated distribution.

Autor: Holešovský, Jan1 (AUTHOR) holesovsky.j@fce.vutbr.cz, Fusek, Michal2 (AUTHOR)
Zdroj: Extremes. Dec2022, Vol. 25 Issue 4, p695-720. 26p.
Databáze: Business Source Ultimate