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20222024
most citedTemporal evolution of the extreme excursions of multivariate th order Markov processes with application to oceanographic data

6 citations · 7 across the 4 of their papers we have counts for

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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…

stat.ME2023★ 6 cited

Temporal evolution of the extreme excursions of multivariate th order Markov processes with application to oceanographic data

Stan Tendijck, Philip Jonathan, David Randell +1

We develop two models for the temporal evolution of extreme events of multivariate th order Markov processes. The foundation of our methodology lies in the conditional extremes…

stat.ME2022★ 1 cited

Accounting for Climate Change in Extreme Sea Level Estimation

Eleanor D'Arcy, Jonathan A. Tawn

Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea level…