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asymptotic theory
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clustering of extremes
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extremal index
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extreme value theory
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order statistics
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A new family of consistent and asymptotically-normal estimators for the extremal index
Olmo, Jose
- In:
Econometrics
3
(
2015
)
3
,
pp. 633-653
methods. Finally, we apply this new estimator to test for
clustering
of
extremes
in monthly time series of unemployment growth …
Persistent link: https://www.econbiz.de/10011755297
Saved in:
2
A new family of consistent and asymptotically-normal estimators for the extremal index
Olmo, Jose
- In:
Econometrics : open access journal
3
(
2015
)
3
,
pp. 633-653
methods. Finally, we apply this new estimator to test for
clustering
of
extremes
in monthly time series of unemployment growth …
Persistent link: https://www.econbiz.de/10011410643
Saved in:
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