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extremal-index

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paulnorthrop / lite

Likelihood-Based Inference for Time Series Extremes

time-series extremes threshold inference likelihood log-likelihood frequentist extreme-value-statistics clustered extremal-index generalised-pareto

Updated Jul 17, 2024
R

TY-Cheng / UniBM

extreme value statistical analysis based on block maxima

risk extremal-index block-maxima tail-dependence-coefficient extreme-value-index

Updated Dec 20, 2024
Jupyter Notebook

paulnorthrop / exdex

Estimation of the Extremal Index

extreme extremes threshold inference value theta maxima extreme-value-statistics semiparametric-estimation semiparametric extremal-index block-maxima semiparametric-maxima-estimators

Updated Apr 27, 2024
R

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