Mathematics

Modelling Time Series Extremes

V. Chavez‐Demoulin, A. Davison

2012REVSTAT-Statistical Journal

tlooto Summary

Reviewing literature on modelling rare events of dependent time series, highlighting remaining challenges in extremes modeling.

Abstract

The need to model rare events of univariate time series has led to many recent advances in theory and methods. In this paper, we review telegraphically the literature on extremes of dependent time series and list some remaining challenges.

Citation format

CHAVEZ‐DEMOULIN, V.; DAVISON, A. Modelling time series extremes. REVSTAT-Statistical Journal, 2012, 10: 109–133.