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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Steinkohl, C., Davis, R., and Klüppelberg, C. 
Titel:
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...    »
 
Stichworte:
wind speed, generalized Pareto distribution, bivariate extreme value theory 
Zeitschriftentitel:
Journal of Statistical Theory and Practice 
Jahr:
2013 
Band / Volume:
Heft / Issue:
Seitenangaben Beitrag:
73-94 
Reviewed:
ja 
Sprache:
en 
Verlag / Institution:
Taylor & Francis 
Status:
Verlagsversion / published 
TUM Einrichtung:
Lehrstuhl für Mathematische Statistik 
Format:
Text