Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances
Year of publication: |
2001-09
|
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Authors: | Suarez, R |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Extreme Value | Block Maxima | Peak Over Threshold | Mixing Unconditional Disturbances |
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