Extremal behaviour of stationary processes: the calibration technique in the extremal index estimation

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Bibliographic Details
Published in:Discussiones Mathematicae. Probability and Statistics Vol. 30; no. 1; p. 21
Main Authors: Gomes, D. Prata, Neves, Maria Manuela
Format: Journal Article
Language:English
Published: 2010
Online Access:Get full text
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Summary:Abstract only
ISSN:1509-9423
2084-0381
DOI:10.7151/dmps.1119