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Extreme Values of Non-stationary Time Series

In: Extreme Value Theory with Applications to Natural Hazards

Author

Listed:
  • Sylvie Parey

    (EDF R & D)

  • Thi-Thu-Huong Hoang

    (EDF R & D)

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.

Suggested Citation

  • Sylvie Parey & Thi-Thu-Huong Hoang, 2021. "Extreme Values of Non-stationary Time Series," Springer Books, in: Nicolas Bousquet & Pietro Bernardara (ed.), Extreme Value Theory with Applications to Natural Hazards, chapter 0, pages 157-190, Springer.
    • Handle: RePEc:spr:sprchp:978-3-030-74942-2_8
    DOI: 10.1007/978-3-030-74942-2_8
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