Ana Ferreira (Lisbon)

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Ana Ferreira

Statistics

A seminar by Ana Ferreira from the University of Lisbon

Title: Space time trends and dependence of precipitation extremes in NW Germany

Abstract: A new approach for evaluating time-trends in extreme values accounting also for spatial dependence will be illustrated with precipitation data:
(i) Based on exceedances over a space-time threshold, estimators for a trend function and for extreme value parameters are given;
(ii) Two novel test statistics based on the frequency of extreme events are applied, providing a way to access for space-time inhomogeneities;
(ii) After the removal of non-stationary effects, extremal dependence over space is evaluated through variogram analysis including anisotropy.

The results reveal a clear seasonal differentiation on extremal behaviour regarding intensity, frequency, trend and spatial dependence.

Start date:

11am Thursday, 21 Feb 2019

End date:

12pm Thursday, 21 Feb 2019

Venue:

CBE LT1

Presenter(s):

Ana Ferreira

Updated:   13 February 2019 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team