Smoothing sample extremes with dynamic models

Extremes

Volumn 7, Issue 3, 2004, Pages 221-236

  Gaetan, Carlo ^a   Grigoletto, Matteo ^b  

^a CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

^b UNIVERSITY OF PADOVA   (Italy)

Author keywords

Athletic records; Extreme value theory; Generalized extreme value distribution; Non Gaussian state space model; Smoothing; Temperature data

Indexed keywords

EID: 29144494380     PISSN: 13861999     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10687-005-6474-7     Document Type: Article

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