Extremal Analysis of Processes Sampled at Different Frequencies

DOI10.1111/1467-9868.00223MaRDI QIDQ4943410zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

extremal indexextreme valuesgeneralized extreme value distributionrainfallsampling frequencywaves

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Inference from stochastic processes (62M99) Applications of statistics to environmental and related topics (62P12)

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• Subsampling techniques and the jackknife methodology in the estimation of the extremal index
• A 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.
• Extreme value estimation for discretely sampled continuous processes
• Clusters of extremes: modeling and examples
• Multiple zeros in frequency analysis: The T(r)-process
• The extremal index of sub-sampled processes
• Estimation of extreme values by the average conditional exceedance rate method
• Modelling sub-daily precipitation extremes with the blended generalised extreme value distribution
• Modeling extreme events: sample fraction adaptive choice in parameter estimation
• Modeling extreme values of processes observed at irregular time steps: application to significant wave height
• Extremes of a class of deterministic sub-sampled processes with applications to stochastic difference equations
• On the extremal behaviour of generalized periodic sub-sampled moving average models with regularly varying tails
• Seasonal effects of extreme surges
• Clustering of upcrossings of high values
• Distributions of clusters of exceedances and their applications in telecommunication networks
• On the extremes of randomly sub-sampled time series
• Latent process modelling of threshold exceedances in hourly rainfall series
• scientific article; zbMATH DE number 1305067 (Why is no real title available?)
• Extremes of Some Sub-Sampled Time Series
• Modeling clusters of extreme values
• Estimating value-at-risk: a point process approach
• On maxima of chi-processes over threshold dependent grids
• Spatial modelling framework for the characterisation of rainfall extremes at different durations and under climate change
• Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
• Statistical inference on the local dependence condition of extreme values in a stationary sequence
• Estimation of the extremal index using censored distributions
• Bayesian comparison of different rainfall depth-duration-frequency relationships

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