How to Automatically Prove a Time Series Convergence to the Gumbel Distribution?

Author:

Mateur Amal,Khabou Nesrine,Bouassida Rodriguez Ismael

Publisher

Springer International Publishing

Reference12 articles.

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2. Li, M., Bi, Z., Zhou, D., Zeng, X.: Analog circuit performance bound estimation based on extreme value theory. In: 2015 IEEE 58th International Midwest Symposium on Circuits and Systems (MWSCAS), pp. 1–4 (2015)

3. Chan, J., Choy, B., Walker, S.: On the estimation of the shape parameter of a symmetric distribution. In: Stephen, On the Estimation of the Shape Parameter of a Symmetric Distribution, 1 January 2018 (2018)

4. Koutsoyiannis, D.: On the appropriateness of the gumbel distribution for modelling extreme rainfall. In: Proceedings of the ESF LESC Exploratory Workshop held at Bologna, 2003, pp. 24–25 (2003)

5. Ferreira, A., De Haan, L.: On the block maxima method in extreme value theory: Pwm estimators. Ann. Stat. 43(1), 276–298 (2015)

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