Werner Müller, Andreas Quatember, Helmut Waldl,
"When Things Get Extreme: Records and Crashes"
, in Sven Knoth, Yarema Okhrin, Philipp Otto: Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science Essays in Honour of Wolfgang Schmid, Springer, Seite(n) 441-448, 2024
Original Titel:
When Things Get Extreme: Records and Crashes
Sprache des Titels:
Englisch
Original Buchtitel:
Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science Essays in Honour of Wolfgang Schmid
Original Kurzfassung:
This contribution is concerned with statistical methods for analyzing extremes in
univariate and multivariate time series. In particular, we discuss their use for the detection of global warming signals and
assessing dependencies that typically arise in risk management. Multiple connections to the oeuvre of Wolfgang Schmid
are indicated (The text is a translated, edited, expanded, and updated version of (Müller and Quatember, Wenn es extrem
wird: Krachende Rekorde. In W. G. Müller, A. Quatember (Eds.), Fakt oder Fake? Wie Ihnen Statistik bei der
Unterscheidung helfen kann (pp 149?161). Springer, 2022) by permission through Springer Nature license
#5420800249333.).
Forschungs-