Modelling time series extremes
type: Item
instance of: scholarly article
zbMATH Open document ID: 1297.62189
author: V. Chavez-Demoulin
author: A. C. Davison
publication date: 2014-10-13T00:00:00Z
full work available at URL: rs120105.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 6354758
zbMATH Keywords: Bayesian statistics
zbMATH Keywords: Box-Cox transformation
zbMATH Keywords: clustering
zbMATH Keywords: dependence
zbMATH Keywords: extremal index
zbMATH Keywords: extremogram
zbMATH Keywords: generalized extreme-value distribution
zbMATH Keywords: generalized Pareto distribution
zbMATH Keywords: Hill estimator
zbMATH Keywords: nonparametric smoothing
zbMATH Keywords: non-stationarity
zbMATH Keywords: regression
zbMATH Keywords: tail index
MaRDI profile type: Publication
title: Modelling time series extremes
published in: REVSTAT
description: scientific article; zbMATH DE number 6354758