Open AccessAsymptotic Theory for the Inference of the Latent Trawl Model for Extreme Values
Author(s) -
Valentin Courgeau,
Almut E. D. Veraart
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3527739
Subject(s) - inference , econometrics , statistics , mathematics , computer science , artificial intelligence
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