2 papers
stat.ME2024
Extremal properties of max-autoregressive moving average processes for modelling extreme river flows
Eleanor D'Arcy, Jonathan A Tawn
Max-autogressive moving average (Max-ARMA) processes are powerful tools for modelling time series data with heavy-tailed behaviour; these are a non-linear version of the popular au…
stat.ME2023
Extreme value methods for estimating rare events in Utopia
L. M. André, R. Campbell, E. D'Arcy +6
To capture the extremal behaviour of complex environmental phenomena in practice, flexi\-ble techniques for modelling tail behaviour are required. In this paper, we introduce a var…