1 citations · 4 across the 5 of their papers we have counts for
5 papers
Return level estimations for extreme rainfall over the Iberian Peninsula: comparing methodologies
F. J. Acero, S. Parey, J. A. García +1
Different ways to estimate future return levels for extreme rainfall are described and applied to the Iberian Peninsula (IP), based on Extreme Value Theory (EVT). This study is mad…
Changes in heat waves characteristics over Extremadura (SW Spain)
F. J. Acero, M. I. Fernández-Fernández, V. M. S. Carrasco +4
Heat wave (HW) events are becoming more frequent, and they have important consequences because of the negative effects they can have not only on the human population in health term…
Aggregation of autoregressive processes and long memory
Didier Dacunha-Castelle, Lisandro J. Fermín
We study the aggregation of AR processes and generalized Ornstein-Uhlenbeck (OU) processes. Mixture of spectral densities with random poles are the main tool. In this context, we a…
Estimation of a diffusion model with trends taking in account the extremes. Application to temperature in France
Gregory Benmenzer, Didier Dacunha-Castelle, T. T. Huong Hoang
We built a model of the daily temperature based on a diffusion process and address to extreme values not taken into account in the literature on this kind of models. We first study…
Disaggregation of Long Memory Processes on C^{\infty} Class
Didier Dacunha-Castelle, Lisandro Fermín
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities contro…