Browsing by Subject "Extremal clustering"

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Essays on time series analysis and statistical machine learning

Meier, Johanna (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2023)

This thesis encompasses three research articles contributing to the fields of time series analysis and statistical machine learning. Firstly, we develop a peaks-over- threshold approach, which captures both short- and ...
Modelling short- and long-term dependencies of clustered high-threshold exceedances in significant wave heights

Dissanayake, Pushpa; Flock, Teresa; Meier, Johanna; Sibbertsen, Philipp (Basel : MDPI AG, 2021)

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) ...

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