Characteristics for dependence in time series of extreme values [Elektronische Ressource] / vorgelegt von Andree Ehlert

Description

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Sujets

• Mathematics

Informations

• Publié par: georg-august-universitat_gottingen
• Publié le: 01 janvier 2010
• Nombre de lectures: 19
• Langue: English

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Time
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42
The
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ariate
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Extremal
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ariate
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Extremes
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Extremal
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of
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en
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29
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42
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44
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3.2
48
Set

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Notions
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4
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Constructiv
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for
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Extremal
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of
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Dissipativ
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iv
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eing
.
Set
31
52
3.3
F
Relations
Setup
Bet
.
w
.
een
.
Extremal
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Co
.

.
t
.
and
.
Set
.
Correlation
.
.
.
.
.
.
.
.
.
.
.
.
.
38
4.2
3.4

A
Auxiliary
Class
.
of
.
Simple
.
Pro
.

.
for
.
Giv
.
en
.
Extremal
.
Co
.

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ts
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.
55
.
The
.
Notation
.
:
.
Blo
.
ks
41
Prop
3.5
.
Examples
.
.
.
.
.
.
.
.
.
of
62
Stationary
A
Useful
.
osition
.
the
.
ten
.
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4.5
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Result
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.
74
.
..
CONTENTS
.
5
.
A
.
No
80
v
.
el
.
Characteristic
.
for
.
the
CH(1,1)
Dep
.
endence
.

.
of
.
Clustered
.
Extremes
.
77
.
5.1
.
Exploring
Application:
Extremal
.
Clusters
.
.
.
.
.
.
.
.
.
.
87
.
.
.
.
.
.
.
.
.
.
.
.
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.
.
.
.
.
.
.
.
5.3
.
GAR
.
.
.
.
.
.
.
.
.
.
.
.
.
.
77
.
5.2
.
Prop
.
erties
.
of
.
Dep
.
endence
iii
Measures[a] {b∈B :b∼ a}n h
[x] max{n∈Z :n<x}
⌊x⌋ max{n∈Z :n≤x}
1()
≺
≺p
∼c
∼h
nB {0,1}n
∗C C ⊆B /∼ Fn n n h n,Z
D d(h | M) h ∈ Z M ∈ M ι,n ∈ N∪{∞}ι,n ι,n
d(h)
De R d d∈A⊆{1,...,D}A
(η )t t∈Z
∗ ∗ QF {f ∈R :S∈σ } n∈N∪{∞} Q⊆Rnn,Q S
∗f ,f SSS S∗ ∗ ∗f f f U = [j−1,j) b∈B Zb n[b] I U j∈Ib b b
gˆ gt
Z

ull
page
h
in
ex
page
and
page
zero
endence,
otherwise,
49
page
one
9
function
v


of
the
iv
ting
,
represen
page
page
relation
32
equal
a
v
dissipativ
t
max-stable
onen

equiv
of
of
v
random
38
v
extremal
ariables,
Notation
page
41
87
,
31
,

page
function,
34
homometry,
if
dening
to
page
set
,
(co
31
ariance)
,
of
total
,
page
31
,

-th
36
the
,
with
ectral
34
represen

for
ector
,
set
order,
,
,
page
page
dep
55
for
,
page
equiv
,

36
relation
page
dening
,
,
page

,
page
to
functions
,
,
32
page
31
order,
,
page
sp
58
functions
partial
ting
all
stationary

e
of
pro-
i.i.d.
on
standard
,
normal
39
summary
measure˜G() G()
Γ
g˜t
∗ ∗ ZH f ∈R ,b∈Bnn,Z Ib
I b ∈ B I = {1,3,4}b n b
b = (1,0,1,1)
˜l() l()
M M M J ≤ι∈N∪{∞} n∈N∪{∞}ι ι,n 3
n nM (max Y ,...,max Y )n t,1 t,Dt=1 t=1
M max XS t∈S t
M4
() ˜()
φ
φ(h) h∈Z
˜φ
D DR [0,∞)+
R(ζ) M ζ3
r YY
S (D−1)D
σ S ⊆ [q,n+q) q∈R n∈N∪{∞}n
S S {−m,...,−1} ∪{h}m m,h
Θ
θ θ dd
θ(v)
V(X) X
,
adjusted
m
extremal
functions,

for

(
t,
page
page
ariate
9
pro
(e.g.
℄
for
max-stable
),
ariate
page
ariate
extrem