592 citations · 615 across the 23 of their papers we have counts for
3 papers · 1 filter
Accurate Bayesian inference for tail risk extrapolation in time series
David L. Carl, Simone A. Padoan, Stefano Rizzelli
Accurately quantifying tail risks-rare but high-impact events such as financial crashes or extreme weather-is a central challenge in risk management, with serially dependent data.…
Asymptotic theory for the likelihood-based block maxima method in time series
David L. Carl, Simone A. Padoan, Stefano Rizzelli
This paper develops a rigorous asymptotic framework for likelihood-based inference in the Block Maxima (BM) method for stationary time series. While Bayesian inference under the BM…
Predicting hazards of climate extremes: a statistical perspective
Carlotta Pacifici, Simone A. Padoan, Jaroslav Mysiak
Climate extremes such as floods, storms, and heatwaves have caused severe economic and human losses across Europe in recent decades. To support the European Union's climate resilie…