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most citedModelling the Extremes of Seasonal Viruses and Hospital Congestion: The Example of Flu in a Swiss Hospital

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math.ST2017

Risk measure estimation for -mixing time series and applications

Valérie Chavez-Demoulin, Armelle Guillou

In this paper, we discuss the application of extreme value theory in the context of stationary -mixing sequences that belong to the Fréchet domain of attraction. In particular,…