Extremal index blocks estimator: choosing the block size and the threshold

Dora Prata Gomes, M. Manuela Neves

Research output: Contribution to conferenceAbstract

Original languageEnglish
Pages35-36
Number of pages2
Publication statusPublished - 2018
EventV Workshop on Computational Data Analysis and Numerical Methods - Escola Superior de Tecnologia e Gestão, Instituto Politécnico do Porto, Felgueiras, Portugal
Duration: 11 May 201812 May 2018
http://www.wcdanm-ipporto18.uevora.pt/

Workshop

WorkshopV Workshop on Computational Data Analysis and Numerical Methods
CountryPortugal
CityFelgueiras
Period11/05/1812/05/18
Internet address

Cite this

Prata Gomes, D., & Neves, M. M. (2018). Extremal index blocks estimator: choosing the block size and the threshold. 35-36. Abstract from V Workshop on Computational Data Analysis and Numerical Methods, Felgueiras, Portugal.