Search Results - "Caby, Th"

On the Computation of the Extremal Index for Time Series by Caby, Th, Faranda, D., Vaienti, S., Yiou, P.

“…The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it…”
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On the computation of the extremal index for time series by Caby, Th, Faranda, D, Vaienti, S, Yiou, P

“…The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it…”
Get full text