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Document type:
Zeitschriftenaufsatz 
Author(s):
Steinkohl, C., Davis, R., and Klüppelberg, C. 
Title:
Extreme value analysis of multivariate high frequency wind speed data 
Abstract:
In this paper we analyze the extremal behaviour of wind speed with a measurement frequency of 8 Hz located on three meteorological masts in Denmark. In the first part of this article we set up a conditional model for the time series consisting of threshold exceedances from maxima per second for two consecutive days. The model directly captures the non-stationary nature of wind speed during the day. We assume that the conditional distribution of an exceedance given previous exceedances...    »
 
Keywords:
wind speed, generalized Pareto distribution, bivariate extreme value theory 
Journal title:
Journal of Statistical Theory and Practice 
Year:
2013 
Journal volume:
Journal issue:
Pages contribution:
73-94 
Reviewed:
ja 
Language:
en 
Publisher:
Taylor & Francis 
Status:
Verlagsversion / published 
TUM Institution:
Lehrstuhl für Mathematische Statistik 
Format:
Text