persiana

Nonstationary Extremal Dependence Structures: Time and Space

Orador: Miguel de Carvalho (Pontificia Universidad Católica de Chile) Data, hora e local: 9 de dezembro de 2015, às 14h30m na sala de reuniões do Departamento de Matemática. Resumo: Modeling nonstationarity in marginal distributions has been the focus of much recent literature in applied extreme value modeling. The simplest approach was popularized long ago by…