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The extremal analysis of processes sampled at different frequencies.

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The extremal analysis of processes sampled at different frequencies. / Robinson, M. E.; Tawn, J. A.
In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 62, No. 1, 2000, p. 117-135.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Robinson, ME & Tawn, JA 2000, 'The extremal analysis of processes sampled at different frequencies.', Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 62, no. 1, pp. 117-135. https://doi.org/10.1111/1467-9868.00223

APA

Robinson, M. E., & Tawn, J. A. (2000). The extremal analysis of processes sampled at different frequencies. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 62(1), 117-135. https://doi.org/10.1111/1467-9868.00223

Vancouver

Robinson ME, Tawn JA. The extremal analysis of processes sampled at different frequencies. Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2000;62(1):117-135. doi: 10.1111/1467-9868.00223

Author

Robinson, M. E. ; Tawn, J. A. / The extremal analysis of processes sampled at different frequencies. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 2000 ; Vol. 62, No. 1. pp. 117-135.

Bibtex

@article{8c51d9f3ff11411f93120162a4c38bf8,
title = "The extremal analysis of processes sampled at different frequencies.",
abstract = "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.",
keywords = "Extremal index • Extreme value theory • Generalized extreme value distribution • Rainfall • Sampling frequency • Waves",
author = "Robinson, {M. E.} and Tawn, {J. A.}",
year = "2000",
doi = "10.1111/1467-9868.00223",
language = "English",
volume = "62",
pages = "117--135",
journal = "Journal of the Royal Statistical Society: Series B (Statistical Methodology)",
issn = "1369-7412",
publisher = "Wiley-Blackwell",
number = "1",

}

RIS

TY - JOUR

T1 - The extremal analysis of processes sampled at different frequencies.

AU - Robinson, M. E.

AU - Tawn, J. A.

PY - 2000

Y1 - 2000

N2 - 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.

AB - 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.

KW - Extremal index • Extreme value theory • Generalized extreme value distribution • Rainfall • Sampling frequency • Waves

U2 - 10.1111/1467-9868.00223

DO - 10.1111/1467-9868.00223

M3 - Journal article

VL - 62

SP - 117

EP - 135

JO - Journal of the Royal Statistical Society: Series B (Statistical Methodology)

JF - Journal of the Royal Statistical Society: Series B (Statistical Methodology)

SN - 1369-7412

IS - 1

ER -