A Latent Process Model for Temporal Extremes
Author:
Affiliation:
1. Dipartimento di Scienze Statistiche; Università di Bologna
2. Dipartimento di Scienze Ambientali, Informatica e Statistica; Università Ca' Foscari Venezia
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12051/fullpdf
Reference24 articles.
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2. Models for the extremes of Markov chains;Bortot;Biometrika,1998
3. The use of subseries values for estimating the variance of a general statistic from a stationary sequence;Carlstein;Ann. Stat.,1986
4. Spatial regression models for extremes;Casson;Extremes,1999
5. Modelling time series extremes;Chavez-Demoulin;REVSTAT-Stat. J.,2012
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