nobs.spm

and object of class <code>c("spm", "exdex")</code> returned from
<code><a rd-options="" href="/link/spm?package=exdex&version=1.0.1" data-mini-rdoc="exdex::spm">spm</a></code>.

object

A character scalar specifying whether to return the
number of observed sliding maxima or disjoint maxima.

maxima

Further arguments. None are used.

<code>nobs</code> method for class <code>c("spm", "exdex")</code>.

Performs frequentist inference for the extremal index of a
stationary time series. Two types of methodology are used. One type is
based on a model that relates the distribution of block maxima to the
marginal distribution of series and leads to the semiparametric maxima
estimators described in Northrop (2015) <doi:10.1007/s10687-015-0221-5> and
Berghaus and Bucher (2018) <doi:10.1214/17-AOS1621>. Sliding block maxima
are used to increase precision of estimation. The other type of methodology
uses a model for the distribution of threshold inter-exceedance times
(Ferro and Segers (2003) <doi:10.1111/1467-9868.00401>). Two
versions of this type of approach are provided, following Suveges (2007)
<doi:10.1007/s10687-007-0034-2> and Suveges and Davison (2010)
<doi:10.1214/09-AOAS292>.

Paul Northrop

exdex

Estimation of the Extremal Index

Constantinos Christodoulides

nobs.spm function

and object of class <code>c("spm", "exdex")</code> returned from
<code><a rd-options='' href='spm'>spm</a></code>.

nobs.spm: Extract the Number of Observations from an `"spm"` object

Description

Usage

Arguments

Value