Extreme Values of Non-stationary Time Series

Sylvie Parey () and Thi-Thu-Huong Hoang
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Sylvie Parey: EDF R & D
Thi-Thu-Huong Hoang: EDF R & D

Chapter Chapter 8 in Extreme Value Theory with Applications to Natural Hazards, 2021, pp 157-190 from Springer

Abstract: Abstract This chapter considers the problem of quantifying extreme natural hazards in non-stationary situations, namely outside the traditional framework. For certain hazards, this framework makes it possible to take into account the influence of climate change. Two main approaches are considered: the first deals with the incorporation and selection of trends in the parameters of the laws of extremes, while the second, nonparametric, considers trend variations over the first two moments of the extreme distribution.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-74942-2_8

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DOI: 10.1007/978-3-030-74942-2_8

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