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Projects in Awesome Lists tagged with extremal-index
A curated list of projects in awesome lists tagged with extremal-index .
https://github.com/paulnorthrop/lite
Likelihood-Based Inference for Time Series Extremes
clustered extremal-index extreme-value-statistics extremes frequentist generalised-pareto inference likelihood log-likelihood threshold time-series
Last synced: 25 Dec 2024
https://github.com/paulnorthrop/exdex
Estimation of the Extremal Index
block-maxima extremal-index extreme extreme-value-statistics extremes inference maxima semiparametric semiparametric-estimation semiparametric-maxima-estimators theta threshold value
Last synced: 25 Dec 2024