\(k\)th-order Markov extremal models for assessing heatwave risks

DOI10.1007/s10687-016-0275-zzbMath1373.60092OpenAlexW2555813892WikidataQ59614332 ScholiaQ59614332MaRDI QIDQ1675708

Hugo C. Winter, Jonathan A. Tawn

Publication date: 2 November 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0275-z

zbMATH Keywords

Markov chainasymptotic independenceextremal dependenceheatwavesconditional extremestime-series extremes

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Uses Software

• ismev
• itsmr

Cites Work

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