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most citedA marginal modelling approach for predicting wildfire extremes across the contiguous United States

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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…