Ground-level ozone: evidence of increasing serial dependence in the extremes

DOI10.1214/18-AOAS1183zbMath1417.62336MaRDI QIDQ2415445

Luca Trapin, Debbie J. Dupuis

Publication date: 22 May 2019

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoas/1554861640

zbMATH Keywords

asymptotic distributions; hierarchical models; change point; threshold exceedances; trawl process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62P12: Applications of statistics to environmental and related topics