\(k\)th-order Markov extremal models for assessing heatwave risks
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Publication:1675708
DOI10.1007/s10687-016-0275-zzbMath1373.60092WikidataQ59614332 ScholiaQ59614332MaRDI QIDQ1675708
Hugo C. Winter, Jonathan A. Tawn
Publication date: 2 November 2017
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-016-0275-z
Markov chain; asymptotic independence; extremal dependence; heatwaves; conditional extremes; time-series extremes
62P12: Applications of statistics to environmental and related topics
60G70: Extreme value theory; extremal stochastic processes
62G32: Statistics of extreme values; tail inference
Uses Software
Cites Work
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