A point process model for rainfall: further developments

DOI10.1098/RSPA.1988.0061MaRDI QIDQ3787215zbMATH OpenOpenAlexFDO

Authors I. Rodriguez-Iturbe, D. R. Cox, V. Isham

Publication date 1988

Published in Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.1988.0061

zbMATH Keywords

fitting procedurePoisson processstochastic model for rainfallstorms

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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(34)

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• Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions
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• A Poisson-cluster model of rainfall: some high-order moments and extreme values
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• A Bernoulli autoregressive moving average model applied to rainfall occurrence
• Threshold models for rainfall and convection: deterministic versus stochastic triggers
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• PRICING PRECIPITATION BASED DERIVATIVES
• Rainfall modelling using Poisson-cluster processes: a review of developments
• On properties of continuous-time random walks with non-Poissonian jump-times
• Local generalised method of moments: an application to point process‐based rainfall models
• Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
• Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law

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