Extreme analysis in climate time series based on autoregressive quantiles.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F02%3A00000003" target="_blank" >RIV/46747885:24510/02:00000003 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Extreme analysis in climate time series based on autoregressive quantiles.
Original language description
The paper considers climate autoregressive series and proposes methods based on the extreme autoregressive quantiles.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the Conference COMPSTAT 2002 - Short Communications and Posters
ISBN
3-00-009819-4
ISSN
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e-ISSN
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Number of pages
2
Pages from-to
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Publisher name
Humboldt Universitat zu Berlin
Place of publication
Berlin, Germany
Event location
Berlin
Event date
Aug 24, 2002
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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