Extreme Values of Non-stationary Time Series

Autor: Thi-Thu-Huong Hoang, Sylvie Parey
Rok vydání: 2021
Předmět:
Zdroj: Extreme Value Theory with Applications to Natural Hazards ISBN: 9783030749415
DOI: 10.1007/978-3-030-74942-2_8
Popis: This chapter considers the problem of quantifying extreme natural hazards in non-stationary situations, namely outside the traditional framework. For certain hazards, this framework makes it possible to take into account the influence of climate change. Two main approaches are considered: the first deals with the incorporation and selection of trends in the parameters of the laws of extremes, while the second, nonparametric, considers trend variations over the first two moments of the extreme distribution.
Databáze: OpenAIRE