Extremal Analysis of Processes Sampled at Different Frequencies

From MaRDI portal
Revision as of 08:56, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4943410

DOI10.1111/1467-9868.00223zbMath0976.62093OpenAlexW2149209850MaRDI QIDQ4943410

Michael E. Robinson, Jonathan A. Tawn

Publication date: 7 June 2000

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00223




Related Items (21)

The extremal index of sub-sampled processesBayesian comparison of different rainfall depth-duration-frequency relationshipsLatent process modelling of threshold exceedances in hourly rainfall seriesClustering of upcrossings of high valuesClusters of extremes: modeling and examplesSpatial modelling framework for the characterisation of rainfall extremes at different durations and under climate changeEstimation of extreme values by the average conditional exceedance rate methodA note on the asymptotic distribution of the maxima in disaggregated time-series models.Extremes of sub-sampled integer-valued moving average models with heavy-tailed innovations.Estimating value-at-risk: a point process approachModeling clusters of extreme valuesOn maxima of chi-processes over threshold dependent gridsExtremes of a class of deterministic sub-sampled processes with applications to stochastic difference equationsOn the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tailsEstimation of the extremal index using censored distributionsDistributions of Clusters of Exceedances and Their Applications in Telecommunication NetworksSeasonal effects of extreme surgesExtremes of Some Sub-Sampled Time SeriesSubsampling techniques and the jackknife methodology in the estimation of the extremal indexModeling extreme events: sample fraction adaptive choice in parameter estimationModelling sub-daily precipitation extremes with the blended generalised extreme value distribution




This page was built for publication: Extremal Analysis of Processes Sampled at Different Frequencies