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Veraart, A.E.D
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Veraart, A.E.D
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A latent trawl process model for extreme values
by
Gandy, A.
,
Noven, R.C
,
Veraart
,
A.E.D
Published 2018
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Related Subjects
Conditional tail dependence coefficient
Generalized pareto distribution (GPD)
Marginal transformation model
Pairwise likelihood estimation
Peaks over threshold
Trawl process
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