Computational Procedures for Improving Extreme Value Estimation in Time Series Modelling

Author:

Gomes Dora PrataORCID,Cordeiro ClaraORCID,Neves ManuelaORCID

Publisher

Springer Nature Switzerland

Reference32 articles.

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2. Caeiro, F., Gomes, M.I., Pestana, D.: Direct reduction of bias of the classical hill estimator. REVSTAT-Stat. J. 3(2), 113–136 (2005)

3. Carlstein, E.: The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Ann. Stat. 14(3), 1171–1179 (1986). https://doi.org/10.1214/aos/1176350057

4. Cordeiro, C., Neves, M.M.: Forecasting time series with boot.expos procedure. REVSTAT-Stat. J. 7(2), 135–149 (2009)

5. Cordeiro, C., Neves, M.M.: Boot.EXPOS in NNGC competition. In: The 2010 International Joint Conference on Neural Networks (IJCNN), pp. 1–7. IEEE (2010). https://doi.org/10.1109/ijcnn.2010.5596361

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