Extremal Analysis of Processes Sampled at Different Frequencies

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...

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Bibliographische Detailangaben
Veröffentlicht in:Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 62(2000), 1, Seite 117-135
1. Verfasser: Robinson, Michael E. (VerfasserIn)
Weitere Verfasser: Tawn, Jonathan A.
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 Physical sciences
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520 |a 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 different sampling rates. We present statistical methodology based on these results which we illustrate though simulations and by applications to sea-waves and rainfall data. 
540 |a Copyright 2000 The Royal Statistical Society 
650 4 |a Extremal Index 
650 4 |a Extreme Value Theory 
650 4 |a Generalized Extreme Value Distribution 
650 4 |a Rainfall 
650 4 |a Sampling Frequency 
650 4 |a Waves 
650 4 |a Mathematics  |x Mathematical procedures  |x Approximation 
650 4 |a Environmental studies  |x Atmospheric sciences  |x Meteorology  |x Hydrometeorology  |x Precipitation  |x Rain 
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650 4 |a Information science  |x Data products  |x Datasets  |x Time series 
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650 4 |a Mathematics  |x Applied mathematics  |x Statistics  |x Applied statistics  |x Inferential statistics  |x Time dependence 
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