14156

Автор(ов): 

1

Параметры публикации
Тип публикации: 
Тезисы доклада
Название: 
Estimation of the impact of clusters of extreme values
Наименование конференции: 
EXTREMES 2010: International Workshop in Recent Achievements on the Study of Extreme Events (VW-Workshop), Potsdam
Наименование источника: 
Proceedings of the EXTREMES 2010: International Workshop in Recent Achievements on the Study of Extreme Events (VW-Workshop), (Potsdam)
Город: 
Potsdam
Издательство: 
Potsdam Institute for Climate Impact Research
Год издания: 
2010
Страницы: 
37
Аннотация
In practical applications it is important to evaluate the impact of clusters of observations caused by the dependence in time series at the estimation of statistical indices. The clusters contain consequent exceedances of time series over a threshold separated by gaps with consequent non-exceedances. We prove asymptotic discrete distributions of the number of events of interest arising between two clusters of some process over a threshold as well as the number of exceedances of the process in the cluster.
Библиографическая ссылка: 
Маркович Н.М. Estimation of the impact of clusters of extreme values / Proceedings of the EXTREMES 2010: International Workshop in Recent Achievements on the Study of Extreme Events (VW-Workshop), (Potsdam). Potsdam: Potsdam Institute for Climate Impact Research, 2010. С. 37.