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This article proposes methods to model non-stationary temporal graph processes motivated by a hospital interaction data set. This corresponds to modelling the observation of edge variables indicating interactions between pairs of nodes exhibiting dependenc ...
The article develops the approach of Ferro and Segers (2003) to the estimation of the extremal index, and proposes the use of a new variable decreasing the bias of the likelihood based on the point process character of the exceedances. Two estimators are d ...
The thesis is a contribution to extreme-value statistics, more precisely to the estimation of clustering characteristics of extreme values. One summary measure of the tendency to form groups is the inverse average cluster size. In extreme-value context, th ...
The possible changes of the mean length of extreme hot summer and extreme cold winter periods are explored. ...
2006
A new likelihood method to estimate the extremal index, together with an application to temperature data, is presented. Conditions for the validity of the model are discussed and diagnostics are proposed. ...
The article develops the approach of Ferro and Segers (2003) to the estimation of the extremal index, and proposes the use of a new variable decreasing the bias of the likelihood based on the point process character of the exceedances. Two estimators are d ...
The extension of the likelihood method of Süveges (Extremes, 2007) is presented. The extension allows for finding independent clusters of extreme events and determining the range of dependence on extremal levels, and estimate clustering characteristic of t ...
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows the estimation of ...
