In the present work we deal with the problem of etremal value of time series, especially of maxima. We study times and values of maximum by an approach of point process and we model distribution of extremal values by statistical methods. We estimate parameters of distribution using different methods, namely graphical methods of data analysis and subsequently we test the estimated distribution by tests of goodness of fit. We study the stationary case and also the cases with a trend. In connection with distribution of excesess and exceedances over a threshold we deal with generalized Pareto distribution.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:313585 |
| Date | January 2012 |
| Creators | Jelenová, Klára |
| Contributors | Volf, Petr, Branda, Martin |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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