8 citations · 14 across the 7 of their papers we have counts for
10 papers
Extremal Characteristics of Conditional Models
Stan Tendijck, Jonathan Tawn, Philip Jonathan
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calcu…
Inference for extreme earthquake magnitudes accounting for a time-varying measurement process
Zak Varty, Jonathan A. Tawn, Peter M. Atkinson +1
Investment in measuring a process more completely or accurately is only useful if these improvements can be utilised during modelling and inference. We consider how improvements to…
Evaluation of extremal properties of GARCH(p,q) processes
Fabrizio Laurini, Paul Fearnhead, Jonathan A. Tawn
Generalized autoregressive conditionally heteroskedastic (GARCH) processes are widely used for modelling features commonly found in observed financial returns. The extremal propert…
Bayesian spatial clustering of extremal behaviour for hydrological variables
Christian Rohrbeck, Jonathan A Tawn
To address the need for efficient inference for a range of hydrological extreme value problems, spatial pooling of information is the standard approach for marginal tail estimation…
A stochastic model for the lifecycle and track of extreme extratropical cyclones in the North Atlantic
Paul Sharkey, Jonathan A. Tawn, Simon J. Brown
Extratropical cyclones are large-scale weather systems which are often the source of extreme weather events in Northern Europe, often leading to mass infrastructural damage and cas…
Penultimate Analysis of the Conditional Multivariate Extremes Tail Model
Thomas Lugrin, Anthony C. Davison, Jonathan A. Tawn
Models for extreme values are generally derived from limit results, which are meant to be good enough approximations when applied to finite samples. Depending on the speed of conve…