Analysis of extreme values of natural processes: Statistical description of the maximum

DOI10.1016/0096-3003(84)90017-1zbMath0554.62078OpenAlexW2000827818MaRDI QIDQ760138

C. S. Hirtzel

Publication date: 1984

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(84)90017-1

zbMATH Keywords

gammanormallognormalextreme values of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

Extreme values of exponentially autocorrelated sequences ⋮ Computer experiments for the analysis of extreme-value phenomena ⋮ Samples of iid Lognormals: Approximations for Characteristics of Minima ⋮ Extreme values of autocorrelated sequences

Cites Work

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• Sur la distribution limite du terme maximum d'une série aléatoire
• Extreme Values from a Lognormal Law with Applications to Air Pollution Problems
• Distribution of the Maximum of the Arithmetic Mean of Correlated Random Variables

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