On occurrence of extremal values in a time series with trend
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F11%3A%230000710" target="_blank" >RIV/46747885:24510/11:#0000710 - 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
On occurrence of extremal values in a time series with trend
Original language description
We analyze the occurrence of extremes via the sequence of block maxima. First, a model of trend is selected, on this basis a Markov chain of new maxima occurrence and value is derived. Application deals with the analysis of development of the exchange rate of Euro to CzK.
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
<a href="/en/project/GAP209%2F10%2F2045" target="_blank" >GAP209/10/2045: Homogeneous and non-homogeneous Poisson process models for extremes in climate change studies</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
International Conference Presentatin of Mathematics ICPM '11
ISBN
978-80-7372-773-4
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
151-158
Publisher name
Technická univerzita v Liberci
Place of publication
Liberec
Event location
Technická univerzita v Liberci
Event date
Jan 1, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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