La Houille Blanche
Number 5, Octobre-Novembre 2006
|Page(s)||69 - 73|
|Published online||01 June 2007|
Modélisations stochastiques et valeurs extrêmes
Stochastic modelling and extreme values
Université Montpellier II, I3M, UMR CNRS 5149
The extreme value theory is a probabilistic and statistical discipline which focuses on the tail distribution behaviour of stochastic processes. Asymptotic results allow to derive mathematical models which can be used as guidelines for extrapolation purposes. Two models are considered : the generalized extreme value law and the peaks over threshold model. Independent, stationary and non-stationary sequences are considered.
Mots clés : Valeurs Rares et extrêmes de précipitations et de débits
© Société Hydrotechnique de France, 2006
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.