Likelihood estimation of the extremal index

The extension of the likelihood method of Süveges (Extremes, 2007) is presented. The extension allows for finding independent clusters of extreme events and determining the range of dependence on extremal levels, and estimate clustering characteristic of these events.


Presented at:
Extreme-Value Analysis , Bern, Switzerland, 23-27 July 2007
Year:
2007
Keywords:
Laboratories:




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


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