scientific article; zbMATH DE number 7219016

MaRDI QIDQ3295397zbMATHFDO

Authors Clara Cordeiro, Manuela Neves

Publication date 8 July 2020

zbMATH Keywords

modellingtime seriesextreme valuesresampling procedures

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

Recommendations

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• Markov chain models, time series analysis and extreme value theory

Cited in

(5)

• Modelling extremes of time-dependent data by Markov-switching structures
• A prediction-residual approach for identifying rare events in periodic time series
• An introduction to statistical modeling of extreme values
• Moving-maximum models for extrema of time series
• Modelling time series extremes

Describes a project that uses

Uses Software

• R
• Boot.EXPOS

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