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conference presentation
Likelihood estimation of the extremal index
2007
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.
Type
conference presentation
Authors
Publication date
2007
EPFL units
Event name | Event place | Event date |
Lisbon, Portugal | 14-18 February 2007 | |
Available on Infoscience
November 2, 2007
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