extreme.trawl: extreme.trawl
In valcourgeau/gammaextremes: Univariate Extreme Values with Trawl Processes
Description
The goal of extreme.trawl is to provide 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.
Author(s)
Valentin Courgeau val.courgeau@gmail.com
valcourgeau/gammaextremes documentation built on Sept. 9, 2021, 5:42 a.m.
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Description
The goal of extreme.trawl is to provide 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.
Author(s)
Valentin Courgeau val.courgeau@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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