4 papers
Models for temporal clustering of extreme events with applications to mid-latitude winter cyclones
Christina Mathieu, Merle Mendel, Katharina Hees +1
The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We…
Statistical Inference for inter-arrival times of extreme events in bursty time series
Katharina Hees, Smarak Nayak, Peter Straka
In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The…
Coupled Continuous Time Random Maxima
Katharina Hees, Hans-Peter Scheffler
Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times betw…
On joint sum/max stability and sum/max domains of attraction
Katharina Hees, Hans-Peter Scheffler
Let (W_i, J_i) be a sequence of i.i.d. R_+ x R-valued random vectors. Considering the partial sum of the first component and the corresponding maximum of the second component, we a…