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Threshold models for the analysis of environmental extremes
Published online by Cambridge University Press: 01 July 2016
Extract
Statistical methods for analysing the extreme values of a time series may be based on the observed exceedances of the series above a high threshold level. Todorovic (1979) has developed this approach in detail; other relevant references are North (1980) and the English Flood Studies Report (1975). One way of motivating these models is by reference to the theory of extremes in stationary sequences, due to Leadbetter and others.
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- Applied Probability in Biology and Engineering. An ORSA/TIMS Special Interest Meeting
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- Copyright © Applied Probability Trust 1984