Analysis of extreme values of natural processes: Statistical description of the maximum

DOI10.1016/0096-3003(84)90017-1MaRDI QIDQ760138zbMATH OpenOpenAlexFDO

Authors C. S. Hirtzel

Publication date 1984

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(84)90017-1

zbMATH Keywords

extreme values of time seriesgammalognormalnormal

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Review text

Analysis of extreme values of time series occupies an important position in the study of many natural and environmental phenomena. This paper describes the statistical descriptors and characteristics of the Type I asymptotic distribution of extreme values for different underlying, or initial, distributions and different values of sample size, or number of observations.

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Cites work

• Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables
• Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
• scientific article; zbMATH DE number 3141621 (Why is no real title available?)
• scientific article; zbMATH DE number 3167454 (Why is no real title available?)
• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• scientific article; zbMATH DE number 3527587 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(5)

• Extreme values of autocorrelated sequences
• Extreme values of exponentially autocorrelated sequences
• Computer experiments for the analysis of extreme-value phenomena
• Samples of iid lognormals: approximations for characteristics of minima
• Extremes in stochastic process realizations with effect estimates

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