Publication
Both marginal and dependence features must be described when modelling the extremes of a stationary time series. There are standard approaches to marginal modelling, but long- and short-range dependence of extremes may both appear. In applications, an assumption of long-range independence often seems reasonable, but short-range dependence, i.e., the clustering of extremes, needs attention. The extremal index $0
Alexandre Massoud Alahi, Saeed Saadatnejad, Taylor Ferdinand Mordan, Parham Saremi
Nikita Durasov, Minh Hieu Lê, Nik Joel Dorndorf
Aurelio Muttoni, Alain Nussbaumer, Xhemsi Malja