Analysing multivariate extreme conditions using environmental contours and accounting for serial dependence
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DOI: 10.1016/j.renene.2022.11.033
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- Davis, Richard A. & Mikosch, Thomas & Cribben, Ivor, 2012. "Towards estimating extremal serial dependence via the bootstrapped extremogram," Journal of Econometrics, Elsevier, vol. 170(1), pages 142-152.
- Mark A. Hemer & Yalin Fan & Nobuhito Mori & Alvaro Semedo & Xiaolan L. Wang, 2013. "Projected changes in wave climate from a multi-model ensemble," Nature Climate Change, Nature, vol. 3(5), pages 471-476, May.
- Arenas-López, J. Pablo & Badaoui, Mohamed, 2020. "The Ornstein-Uhlenbeck process for estimating wind power under a memoryless transformation," Energy, Elsevier, vol. 213(C).
- Pál Rakonczai & András Zempléni, 2012. "Bivariate generalized Pareto distribution in practice: models and estimation," Environmetrics, John Wiley & Sons, Ltd., vol. 23(3), pages 219-227, May.
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- Yoshioka, Hidekazu & Yoshioka, Yumi, 2024. "Generalized divergences for statistical evaluation of uncertainty in long-memory processes," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
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Keywords
Extreme environmental conditions; Environmental contours; Multivariate extremes; Serial dependence; Simulate time series; Ocean environment;All these keywords.
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