A latent process model for temporal extremes

Scandinavian Journal of Statistics

Volumn 41, Issue 3, 2014, Pages 606-621

  Bortot, Paola ^a   Gaetan, Carlo ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

Author keywords

Composite likelihood; Extremal dependence; Extremal index; Gamma process; Generalized Pareto distribution; Hierarchical models

Indexed keywords

EID: 84898035818     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/sjos.12051     Document Type: Article

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