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Volumn 174, Issue 1, 2009, Pages 91-97

The effect of long-range dependence on modelling extremes with the generalised extreme value distribution

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[No Author keywords available]

Indexed keywords


EID: 68249150681     PISSN: 19516355     EISSN: 19516401     Source Type: Journal    
DOI: 10.1140/epjst/e2009-01092-8     Document Type: Article
Times cited : (16)

References (31)
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    • 68249140645 scopus 로고    scopus 로고
    • Munich Re Group, Tech. Rep., Munich Re Group
    • Munich Re Group, Tech. Rep., Munich Re Group (2009)
    • (2009)
  • 7
    • 4544349994 scopus 로고    scopus 로고
    • P.M. Robinson (ed.) (Oxford University Press)
    • P.M. Robinson (ed.), Time Series with Long Memory (Oxford University Press, 2003)
    • (2003) Time Series With Long Memory
  • 10
    • 0001148345 scopus 로고
    • Long-range Dependence and Global Warming
    • edited by V. Barnett, P. Turkman (John Wiley and Sons Ltd.)
    • R.L. Smith, Long-range Dependence and Global Warming, edited by V. Barnett, P. Turkman, Statistics for the Environment (John Wiley and Sons Ltd., 1993), pp. 141-161
    • (1993) Statistics for the Environment , pp. 141-161
    • Smith, R.L.1
  • 28
    • 84959371208 scopus 로고    scopus 로고
    • Confidence Intervals for Flood Return Level Estimates using a Bootstrap Approach
    • J. Kropp, H.-J. Schellnhuber, In (Springer, Berlin, forthcoming)
    • H.W. Rust, M. Kallache, H.-J. Schellnhuber, J. Kropp, Confidence Intervals for Flood Return Level Estimates using a Bootstrap Approach, J. Kropp, H.-J. Schellnhuber, In Extremis (Springer, Berlin, forthcoming)
    • Extremis
    • Rust, H.W.1    Kallache, M.2    Schellnhuber, H.-J.3    Kropp, J.4
  • 31
    • 1842607847 scopus 로고    scopus 로고
    • R Development Core Team (R Foundation for Statistical Computing, Vienna)
    • R Development Core Team, R: A Language and Environment for Statistical Computing (R Foundation for Statistical Computing, Vienna, 2004)
    • (2004) R: A Language and Environment for Statistical Computing


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.