Modeling waves of extreme temperature: The changing tails of four cities

Journal of the American Statistical Association

Volumn 107, Issue 497, 2012, Pages 24-39

  Dupuis, Debbie J ^a  

^a HEC MONTRÉAL   (Canada)

Author keywords

AR models; Change point analysis; Exceedances over thresholds; Extreme value theory; Return periods; Seasonal volatility

Indexed keywords

EID: 84862883360     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1080/01621459.2011.643732     Document Type: Article

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