Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights

Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights

The peaks-over-threshold (POT) method has a long tradition in modelling extremes in environmental variables. However, it has originally been introduced under the assumption of independently and identically distributed (iid) data. Since environmental data often exhibits a time series structure, this...

Bibliografske podrobnosti
Main Authors:	Pushpa Dissanayake, Teresa Flock, Johanna Meier, Philipp Sibbertsen
Format:	Article
Jezik:	English
Izdano:	MDPI AG 2021-11-01
Serija:	Mathematics
Teme:	peaks-over-threshold extremal clustering long-range dependence ARFIMA models extreme value theory significant wave heights
Online dostop:	https://www.mdpi.com/2227-7390/9/21/2817

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