Results 11 to 20 of about 1,552,101 (301)
Modeling Extreme Events: Time-Varying Extreme Tail Shape [PDF]
SSRN Electronic Journal, 2020 A dynamic semi-parametric framework is proposed to study time variation in tail fatness of sovereign bond yield changes during the 2010--2012 euro area sovereign debt crisis measured at a high (15-minute) frequency. The framework builds on the Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in Extreme Value Theory, but casts
Schwaab, Bernd +2 more
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Living Reviews in Solar Physics, 2022 AbstractWe trace the evolution of research on extreme solar and solar-terrestrial events from the 1859 Carrington event to the rapid development of the last twenty years. Our focus is on the largest observed/inferred/theoretical cases of sunspot groups, flares on the Sun and Sun-like stars, coronal mass ejections, solar proton events, and geomagnetic ...
Edward W. Cliver +3 more
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Human influence on historical heaviest precipitation events in the Yangtze River Valley
Environmental Research Letters, 2023 With the recurrence of high-impact extreme events and the growing public demands to understand the causes of the events, event attribution has emerged as a frontier of climate change research.
Ziyue Wang +6 more
doaj +1 more source
Modeling Extreme Events: Time-Varying Extreme Tail Shape
Journal of Business & Economic Statistics, 2023 We propose a dynamic semiparametric framework to study time variation in tail parameters. The framework builds on the Generalized Pareto Distribution (GPD) for modeling peaks over thresholds as in Extreme Value Theory, but casts the model in a conditional framework to allow for time-variation in the tail parameters.
Enzo D’Innocenzo +3 more
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Extreme event quantification in dynamical systems with random components [PDF]
, 2018 A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them.
Dematteis, Giovanni +2 more
core +3 more sources
Extreme Quantum Advantage for Rare-Event Sampling [PDF]
, 2017 We introduce a quantum algorithm for efficient biased sampling of the rare events generated by classical memoryful stochastic processes. We show that this quantum algorithm gives an extreme advantage over known classical biased sampling algorithms in ...
Aghamohammadi, C. +3 more
core +3 more sources
Preface: Extreme Hydrological Events [PDF]
Proceedings of the International Association of Hydrological Sciences, 2015 Cudennec, C. +5 more
openaire +5 more sources
Journal of Maps, 2023 Geomorphological field surveys and mapping have been carried out in a catchment of the Dolomites (eastern Italian Alps) as part of a research project aiming at the assessment of sediment availability for mass wasting in mountain environments.
Giorgia Macchi +6 more
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Geomatics, Natural Hazards & Risk, 2017 We focus herein on the location, characterization and the quantification of the most active structural feature of Taiwan: the Longitudinal Valley Fault that corresponds to the suture in between the Philippine and Eurasian Plates.
Benoît Deffontaines +7 more
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Analysis of human vulnerability to the extreme rainfall event on 21–22 July 2012 in Beijing, China [PDF]
Natural Hazards and Earth System Sciences, 2013 The aim of this study is to characterize the extreme rainfall event on 21–22 July 2012 in Beijing, and its impact on human vulnerability. Based on the available meteorological and rainfall data from Beijing meteorological stations and Surface Weather ...
J. Liu, S.-Y. Wang
doaj +1 more source