Methods for Extreme Value Statistics Based on Measured Time Series
The thesis describes the Average Exceedance Rate (AER) method, which is a method for predicting return levels from sampled time series. The AER method is an alternative to the Peaks over threshold (POT) method, which is based on the assumption that data exceeding a certain threshold will behave asym...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2008
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9733 |