Functionals of Clusters of Extremes

J.J.J. Segers
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J.J.J. Segers: Tilburg University, Center For Economic Research

No 2003-48, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: cluster functional; extermal index; extreme-value distribution; stationary sequence; tail sequence; threshold exceedance (search for similar items in EconPapers)
Date: 2003
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