State-space models for maxima precipitation

MaRDI QIDQ2197344zbMATH OpenFDO

Authors Philippe Naveau, Paul Poncet

Publication date 31 August 2020

Published in Journal de la Société Française de Statistique \& Revue de Statistique Appliquée (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item/JSFS_2007__148_1_107_0

zbMATH Keywords

data assimilationextreme value theorygeneralized extreme value distributionGEV state-space modelKalman filtermax-stable state-space model

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Meteorology and atmospheric physics (86A10)

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Cites work

• A skewed Kalman filter
• An introduction to statistical modeling of extreme values
• Basic properties and prediction of max-ARMA processes
• Bayesian forecasting and dynamic models.
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 1557074 (Why is no real title available?)
• Minimum error dispersion linear filtering of scalar symmetric stable processes
• Modelling multivariate extreme value distributions
• On a general random exchange model
• Partial non-Gaussian state space

Cited in

(2)

• Smoothing sample extremes with dynamic models
• scientific article; zbMATH DE number 5274723 (Why is no real title available?)

Describes a project that uses

Uses Software

• ismev

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