Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities

DOI10.1080/01621459.2011.643732zbMath1261.62104OpenAlexW1972826983MaRDI QIDQ4916436

Debbie J. Dupuis

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2011.643732

zbMATH Keywords

Extreme value theoryAR modelsChange-point analysisExceedances over thresholdsReturn periodsSeasonal volatility

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32)

Related Items (5)

SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH ⋮ \(k\)th-order Markov extremal models for assessing heatwave risks ⋮ Diagnostic check for heavy tail in linear time series ⋮ An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk ⋮ Incorporating Climate Change Projections into Risk Measures of Index-Based Insurance

Uses Software

• ismev

Cites Work

• Unnamed Item
• Statistical inference using extreme order statistics
• Estimating the dimension of a model
• Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
• Fitting multiple change-point models to data
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Anticipating Catastrophes through Extreme Value Modelling
• Inference for Clusters of Extreme Values
• Extremes and local dependence in stationary sequences
• An introduction to statistical modeling of extreme values

This page was built for publication: Modeling Waves of Extreme Temperature: The Changing Tails of Four Cities