New asymptotic and preasymptotic results on rainfall maxima from multifractal theory
By Daniele Veneziano, Andreas Langousis, C. Lepore. 2009
49 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change
View Paper: https://www.semanticscholar.org/paper/68a1c52f39eb0a52654505b267ef2f6acdd1e894
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- R. Deidda
- Antonios Mamalakis
- Andreas Langousis
- Gianluca Botter
- E. Zorzetto
- Michelangelo Puliga
- Marco Marani
- Xuebin Zhang
In Global and Planetary Change
- R. Deidda
- Andreas Langousis
- Antonios Mamalakis
- Michelangelo Puliga
- Marco Marani
- Gianluca Botter
- E. Zorzetto
- Daniele Veneziano
Citations in the corpus
- A multiple threshold method for fitting the generalized Pareto distribution to rainfall time series (2010, background): “In this framework, the GPD fitting approach proposed in this paper makes it possible to overcome some of these problems, such as the estimation bias related to heavily quantized records and to non asymptotic thresholds (Veneziano et al., 2009).”
- Threshold detection for the generalized Pareto distribution: Review of representative methods and application to the NOAA NCDC daily rainfall database (2016, background): “…1932; Demar ee, 1985; Coles and Tawn, 1996; Koutsoyiannis et al., 1998; Katz et al., 2002; Koutsoyiannis, 2004a, 2004b; Cooley et al., 2007; Veneziano et al., 2006, 2007, 2009; Veneziano and Yoon, 2013; Deidda, 2010; El Adlouni and Ouarda, 2010; Papalexiou and Koutsoyiannis, 2013;…”
- On the emergence of rainfall extremes from ordinary events (2016, background): “The MEV approach recognizes that annual maxima do not necessarily come just from the tail of the underlying parent distribution, a known limitation of the classical EVT [Veneziano et al., 2009].”
- Rainfall downscaling in time: theoretical and empirical comparison between multifractal and Hurst-Kolmogorov discrete random cascades (2012, unknown): “Although fundamentally non-stationary, multiplicative random cascades were efficiently used to study the marginal and extreme distribution properties of stationary multifractal measures (see e.g. Veneziano et al. 2009 and references therein).”