Stochastic modelling and extreme values

被引：0
|
作者：
Bacro, Jean-Noel [1 ]
机构：
[1] Univ Montpellier 2, CNRS, I3M, UMR 5149, F-34095 Montpellier 5, France
来源：
HOUILLE BLANCHE-REVUE INTERNATIONALE DE L EAU | 2006年 / 06期
关键词：
D O I：
暂无
中图分类号：
TV21 [水资源调查与水利规划];
学科分类号：
081501 ;
摘要：
The extreme value theory is a probabilistic and statistical discipline which focuses on the tail distribution behaviour of stochastic processes. Asymptotic results allow to derive mathematical models which can be used as guidelines for extrapolation purposes. Two models are considered: the generalized extreme value law and the peaks over threshold model. Independent, stationary and non-stationary sequences are considered.
引用
收藏
页码：69 / 73
页数：5
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