On the return period of the 2003 heat wave

Arthur Charpentier

Working Papers from HAL

Abstract: Extremal events are difficult to model since it is difficult to characterize formally those events. The 2003 heat wave in Europe was not characterized by very high temperatures, but mainly the fact that night temperature were no cool enough for a long period of time. Hence, simulation of several models (either with heavy tailed noise or long range dependence) yield different estimations for the return period of that extremal event.

Keywords: Heat wave; long range dependence; return period; heavy tails; GARMA processes; SARIMA processes (search for similar items in EconPapers)
Date: 2010-03-12
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Journal Article: On the return period of the 2003 heat wave (2011)
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