Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights
The peaks-over-threshold (POT) method has a long tradition in modelling extremes in environmental variables. However, it has originally been introduced under the assumption of independently and identically distributed (iid) data. Since environmental data often exhibits a time series structure, this...
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Autores principales: | Pushpa Dissanayake, Teresa Flock, Johanna Meier, Philipp Sibbertsen |
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Formato: | article |
Lenguaje: | EN |
Publicado: |
MDPI AG
2021
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Materias: | |
Acceso en línea: | https://doaj.org/article/42ff30a1664345f2a491018eda4ee6dd |
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