maxbootR-intro1 years ago
Introduction | Case Study 1: Log Returns from the S&P 500 Index | Extracting Block Maxima | Bootstrap Estimation of the 0.99 Quantile | Bootstrapping the 0.99 Quantile | Comparing Variance of Bootstrap Replicates | Visualizing the Bootstrap Quantile on the Time Series | Case Study 2: Maximal Temperature at Hohenpeißenberg | Bootstrapping Return Levels | Visualizing the Return Level on the Time Series
