Characterisation of the extremal dependence structure of time series, avoiding pre-processing and filtering as done typically with peaks-over-threshold methods. It uses the conditional approach of Heffernan and Tawn (2004)
|Date of publication||2017-03-23 13:02:32 UTC|
|Maintainer||Thomas Lugrin <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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