Latent process modelling of threshold exceedances in hourly rainfall series
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Cites work
- scientific article; zbMATH DE number 4159879 (Why is no real title available?)
- scientific article; zbMATH DE number 4100431 (Why is no real title available?)
- scientific article; zbMATH DE number 1085999 (Why is no real title available?)
- scientific article; zbMATH DE number 5204924 (Why is no real title available?)
- A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
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- A multivariate gamma distribution arising from a Markov model
- A note on composite likelihood inference and model selection
- A note on the innovation distribution of a gamma distributed autoregressive process
- A spectral representation for max-stable processes
- An introduction to statistical modeling of extreme values
- Approximate Bayesian computational methods
- Comments on pairwise likelihood in time series models
- Diagnostics for Dependence within Time Series Extremes
- Extremal Analysis of Processes Sampled at Different Frequencies
- Extremes and related properties of random sequences and processes
- First-order autoregressive gamma sequences and point processes
- Inference for Clusters of Extreme Values
- Markov chain models for threshold exceedances
- Modeling extreme values of processes observed at irregular time steps: application to significant wave height
- Modelling time series extremes
- Models for the extremes of Markov chains
- Space–Time Modelling of Extreme Events
- Statistical inference using extreme order statistics
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
- Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
- An exponential-gamma mixture model for extreme Santa Ana winds
- Spatial hierarchical modeling of threshold exceedances using rate mixtures
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