Least Squares and Moments Estimation for Gumbel AR(1) Model

Lieferzeit: Lieferbar innerhalb 14 Tagen

39,90 

ISBN: 3659797618
ISBN 13: 9783659797613
Autor: Zhang, Qicheng
Verlag: LAP LAMBERT Academic Publishing
Umfang: 72 S.
Erscheinungsdatum: 24.01.2016
Auflage: 1/2016
Format: 0.5 x 22 x 15
Gewicht: 125 g
Produktform: Kartoniert
Einband: KT

Beschreibung

Flood emerges when water level exceeds the river walls. Insurance companies have troubles when claims exceeds the amount they can afford. The extreme events usually come along with serious consequences. Even if the prediction of disaster can be made half hour earlier, huge loss can be saved. The statistical analysis of extreme values has been focused on independent model. This paper provided an estimation and simulation methods of a dependent statistical extreme values.

Autorenporträt

Zhang has research experiences on statistical optimal design algorithm and temporarily dependent extreme values analysis. He grew up in Chengdu, China. He graduated from University of Manitoba in 2013 as B.Sc(Hon.) in statistics with first class honour. He received his M.Sc from University of Calgary in 2015.

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