Modeling extreme values of processes observed at irregular time steps: application to significant wave height
DOI10.1214/13-AOAS711zbMath1454.62455arXiv1405.0807OpenAlexW3105935130MaRDI QIDQ2453694
Nicolas Raillard, Pierre Ailliot, Jian-feng Yao
Publication date: 10 June 2014
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.0807
time seriesextreme valuescomposite likelihoodmax-stable processsatellite datasignificant wave heightirregular time sampling
Applications of statistics to environmental and related topics (62P12) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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