Likelihood estimation of the extremal index

A new likelihood method to estimate the extremal index, together with an application to temperature data, is presented. Conditions for the validity of the model are discussed and diagnostics are proposed.


Presented at:
Statistics of Extremes and Environmental Risk, Lisbon, Portugal, 14-18 February 2007
Year:
2007
Keywords:
Laboratories:




 Record created 2007-11-02, last modified 2018-03-17


Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)