Statistical models for dependent and non-stationary extreme events
Extreme value methods are used in a wide range of applications, for example they may be used for modelling wave heights and river levels in hydrology, wind speeds in structural engineering and share price return levels in economics. Many statistical models and methods of inference exist for the extr...
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Lancaster University
2007
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.514454 |