Invited article by M. Gidea: Extreme events and emergency scales

DOI10.1016/J.CNSNS.2020.105350MaRDI QIDQ2208167zbMATHOpenAlexWikidataFDO

Authors Veniamin Smirnov, Zhuanzhuan Ma, Dimitri Yu. Volchenkov

Publication date 23 October 2020

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2020.105350

zbMATH Keywords

extreme eventsemergency scalesuncertainty of threshold

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistics of extreme values; tail inference (62G32) Economic time series analysis (91B84)

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Cites work

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Cited in

(3)

• The perils of thresholding
• A pentatonic classification of extreme events
• Scaling in the timing of extreme events

Describes a project that uses

Uses Software

• EVIM
• ismev
• longmemo

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