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

gammanormallognormalextreme values of time series

Mathematics Subject Classification ID

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

Recommendations

• Extreme value analysis: an introduction
• Computer experiments for the analysis of extreme-value phenomena
• scientific article; zbMATH DE number 1904849
• scientific article; zbMATH DE number 41557
• scientific article; zbMATH DE number 2188733

Cites work

• 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?)
• Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables
• Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(5)

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

This page was built for publication: Analysis of extreme values of natural processes: Statistical description of the maximum

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760138)