Modelling Time Series Extremes

By V. Chavez‐Demoulin, A. C. Davison. 2012

109 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d79bb59522a20995a90a2e235d67d94098c4063f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Emeric Thibaud
2. Andreas Langousis
3. Raphaël Huser
4. R. Deidda
5. Antonios Mamalakis
6. Raphaël Mutzner
7. Michelangelo Puliga
8. Thomas Opitz

Citations in the corpus

• Threshold detection for the generalized Pareto distribution: Review of representative methods and application to the NOAA NCDC daily rainfall database (2016, background): “…validity of the obtained estimates [see e.g., Rosbjerg and Madsen, 1992; Lang et al., 1999; Coles, 2001; Deidda and Puliga, 2006; Tancredi et al., 2006; Deidda, 2010; Chavez-Demoulin and Davison, 2012; Scarrott and MacDonald, 2012] and cannot be easily tackled through standard inference techniques.”
• Threshold modeling of extreme spatial rainfall (2013, methodology): “[2005], Cooley et al. [2007], Feng et al. [2007], Vrac and Naveau [2007], Zheng and Katz [2008], Van de Vyver [2012], Shang et al. [2011], and Villarini et al. [2011]. Wilks and Wilby [1999] and Chandler et al.”