Analysis of extreme values of natural processes: Statistical description of the maximum

DOI10.1016/0096-3003(84)90017-1zbMATH Open0554.62078OpenAlexW2000827818MaRDI QIDQ760138FDOQ760138

Authors: C. S. Hirtzel 

Publication date: 1984

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(84)90017-1

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zbMATH Keywords

gammanormallognormalextreme values of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
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• Sur la distribution limite du terme maximum d'une série aléatoire
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• Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
• Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables

Cited In (5)

• Extreme values of exponentially autocorrelated sequences
• Computer experiments for the analysis of extreme-value phenomena
• Extremes in stochastic process realizations with effect estimates
• Samples of iid lognormals: approximations for characteristics of minima
• Extreme values of autocorrelated sequences

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