Latent process modelling of threshold exceedances in hourly rainfall series

DOI10.1007/S13253-016-0254-5zbMATH Open1347.62238OpenAlexW2403140113MaRDI QIDQ321463FDOQ321463

Authors: Paola Bortot, Carlo Gaetan 

Publication date: 13 October 2016

Published in: Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10278/3672414

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zbMATH Keywords

hierarchical modelgeneralized Pareto distributionasymptotic independenceextreme valueslatent processexceedancehourly rainfall

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

• An introduction to statistical modeling of extreme values
• Comments on pairwise likelihood in time series models
• A note on composite likelihood inference and model selection
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• Extremes and related properties of random sequences and processes
• A spectral representation for max-stable processes
• Statistical inference using extreme order statistics
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• Inference for Clusters of Extreme Values
• Extremal Analysis of Processes Sampled at Different Frequencies
• Approximate Bayesian computational methods
• Modelling time series extremes
• Markov chain models for threshold exceedances
• Space–Time Modelling of Extreme Events
• Title not available (Why is that?)
• Title not available (Why is that?)
• Diagnostics for Dependence within Time Series Extremes
• First-order autoregressive gamma sequences and point processes
• A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
• A multivariate gamma distribution arising from a Markov model
• Modeling extreme values of processes observed at irregular time steps: application to significant wave height
• A note on the innovation distribution of a gamma distributed autoregressive process
• A latent process model for temporal extremes
• Models for the extremes of Markov chains

Cited In (7)

• Modelling categorized levels of precipitation
• A latent process model for temporal extremes
• Bayesian comparison of different rainfall depth-duration-frequency relationships
• A Bernoulli autoregressive moving average model applied to rainfall occurrence
• An exponential-gamma mixture model for extreme Santa Ana winds
• Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
• Spatial hierarchical modeling of threshold exceedances using rate mixtures

Uses Software

• ismev

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