A Latent Process Model for Temporal Extremes
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Publication:2922156
DOI10.1111/sjos.12051zbMath1309.62090OpenAlexW1923776763MaRDI QIDQ2922156
Publication date: 9 October 2014
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12051
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32)
Related Items (4)
Latent process modelling of threshold exceedances in hourly rainfall series ⋮ Hierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation Data ⋮ Modeling extreme values of processes observed at irregular time steps: application to significant wave height ⋮ A hierarchical model for serially-dependent extremes: a study of heat waves in the western US
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