The spectrogram: a threshold-based inferential tool for extremes of stochastic processes

DOI10.1214/15-EJS1021zbMath1321.62051OpenAlexW2168320448MaRDI QIDQ2340880

Thomas Opitz, Pierre Ribereau, Jean-Noel Bacro

Publication date: 21 April 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1429536044

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data

Uses Software

• R
• ismev
• bootlib

Cites Work

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