A seasonal-Markov model for extremely low temperatures.

Smith, R. L. and Tawn, J. A. and Coles, S. G. (1994) A seasonal-Markov model for extremely low temperatures. Environmetrics, 5 (3). pp. 221-239. ISSN 1099-095X

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Time series of temperatures during periods of extreme cold display long-term seasonal variability and short-term temporal dependence. Classical approaches to extremes circumvent these issues, but in so doing cannot address questions relating to the temporal character of the process, though these issues are often the most important. In this paper a model is developed with the following features: periodic seasonal effects; consistency with asymptotic extreme value theory; Markov description of temporal dependence. Smith et al. studied the properties of such a model in the stationary case. Here, it is shown how such a model can be fitted to a non-stationary series, and consequently used to estimate temporal aspects of the extremal process of low temperatures which have most practical and scientific relevance.

Item Type: Journal Article
Journal or Publication Title: Environmetrics
Uncontrolled Keywords: /dk/atira/pure/researchoutput/libraryofcongress/qa
Departments: Faculty of Science and Technology > Mathematics and Statistics
Faculty of Science and Technology > Lancaster Environment Centre
ID Code: 19614
Deposited By: ep_ss_importer
Deposited On: 12 Nov 2008 14:56
Refereed?: Yes
Published?: Published
Last Modified: 01 Jan 2020 06:16
URI: https://eprints.lancs.ac.uk/id/eprint/19614

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