Numerical Convergence of the Block-Maxima Approach to the Generalized Extreme Value Distribution

Journal of Statistical Physics

Volumn 145, Issue 5, 2011, Pages 1156-1180

  Faranda, Davide ^a   Lucarini, Valerio ^a   Turchetti, Giorgio ^b   Vaienti, Sandro ^c  

^a UNIVERSITY OF READING   (United Kingdom)

^b UNIVERSITY OF BOLOGNA   (Italy)

^c CNRS   (France)

Author keywords

Chaos; Dynamical systems; EVT; Extreme values; GEV; Logistic map; Mixing

Indexed keywords

EID: 82355175211     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-011-0234-7     Document Type: Article

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