Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10009210401
Inference for clusters of extreme values of a time series typically requires the identification of independent clusters of exceedances over a high threshold. The choice of declustering scheme often has a significant effect on estimates of cluster characteristics. We propose an automatic...
Persistent link: https://www.econbiz.de/10005658804