A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting

DOI10.1007/s13253-019-00369-zzbMath1426.62335arXiv1810.04099OpenAlexW2963167317WikidataQ127459358 ScholiaQ127459358MaRDI QIDQ2273005

Raphaël Huser, Daniela Castro-Camilo, Håvard Rue

Publication date: 18 September 2019

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

Full work available at URL: https://arxiv.org/abs/1810.04099

zbMATH Keywords

extreme-value theorylatent Gaussian modelsINLASPDEthreshold-based inferencewind speed forecasting

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

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Uses Software

• GMRFLib
• R-INLA

Cites Work

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