Extremes
Slide 2
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Slide 5
Slide 6
Slide 7
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Slide 9
Slide 10
Slide 11
Independence and classical EVA approach Block maxima
Threshold Models Generalized Pareto Distribution (GPD)
Threshold selection
Poisson-GDP-Peaks over Threshold model
Slide 16
Other methods
Non-stationary process
from ”Nonstationarity versus scaling in hydrology” (Koutsoyiannis, 2005)
Slide 20
Our strategy
Slide 22
Preliminary results