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Modelling and estimation of extreme events observed in space and time
Prof. Dr. Claudia Klüppelberg
Center for Mathematical Sciences, Munich University of Technology
This talk will be webcast and recorded
Often, in modelling meteorological data like precipitation and wind fields, statistical methodology can be applied to reconcile the physical models with the data. For an adequate risk analysis, the statistical modelling of extreme events, such as heavy rain and floods, and severe wind gusts or storms is essential. A natural extension from uni- and multivariate extreme value theory is formed by so-called max-stable random fields. We suggest new statistical models for extreme data measured in space and time. We present the basic aspects and challenges of simulation and parametric and non-parametric estimation of max-stable spatio-temporal random fields. Finally we apply our model to heavy rainfall data in Florida.
This is joint work with Richard Davis and Christina Steinkohl.
Monday August 26, 2013
Mesa Laboratory – Main Seminar Room