Extremal Analysis of Processes Sampled at Different Frequencies
The observed extremes of a discrete time process depend on the process itself and the sampling frequency. We develop theoretical results which show how to account for the effect of sampling frequency on extreme values, thus enabling us to analyse systematically extremal data from series with differe...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 62(2000), 1, Seite 117-135 |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2000
|
| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
| Schlagworte: | Extremal Index Extreme Value Theory Generalized Extreme Value Distribution Rainfall Sampling Frequency Waves Mathematics Environmental studies Applied sciences Information science |
| Online verfügbar |
Volltext |