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Autoregressive models for maxima and their applications to CH4 and N2O.

Authors :
Toulemonde, Gwladys
Guillou, Armelle
Naveau, Philippe
Vrac, Mathieu
Chevallier, Frederic
Source :
Environmetrics; Mar2010, Vol. 21 Issue 2, p189-207, 19p, 8 Graphs
Publication Year :
2010

Abstract

The article presents a study on autoregressive (AR) models for maxima and their applications to methane (CH<subscript>4</subscript>) and nitrous oxide ( N<subscript>2</subscript>O). The authors impose that AR models have to follow a Gumbel distribution whose main theoretical properties are derived. The study also offers a simple way to model short-term dependencies among maxima stemming.

Details

Language :
English
ISSN :
11804009
Volume :
21
Issue :
2
Database :
Complementary Index
Journal :
Environmetrics
Publication Type :
Academic Journal
Accession number :
49386069
Full Text :
https://doi.org/10.1002/env.992