paulnorthrop / lite Star 3 Code Issues Pull requests 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 Sponsor Star 1 Code Issues Pull requests extreme value statistical analysis based on block maxima risk extremal-index block-maxima tail-dependence-coefficient extreme-value-index Updated Apr 8, 2024 Jupyter Notebook
paulnorthrop / exdex Star 0 Code Issues Pull requests 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