Statistical inference tools for univariate extreme time series. It comprises pairwise and generalised method of moments inference strategies described in Courgeau and Veraart (2021) <doi:10.2139/ssrn.3527739> and simulation schemes based on Gamma-distributed trawl processes.
Package details |
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Maintainer | |
License | MIT + file LICENSE |
Version | 1.0.0 |
Package repository | View on GitHub |
Installation |
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