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| HAL : hal-00463492, version 1 |
| Fiche détaillée |  Récupérer au format |
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| On the return period of the 2003 heat wave |
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| Arthur Charpentier 1, 2 |
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| (12/03/2010) |
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| Extremal events are difficult to model since it is difficult to characterize formally those events. The 2003 heat wave in Europe was not characterized by very high temperatures, but mainly the fact that night temperature were no cool enough for a long period of time. Hence, simulation of several models (either with heavy tailed noise or long range dependence) yield different estimations for the return period of that extremal event. |
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| 1 : | Department of Economics, Ecole Polytechnique |
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CNRS : UMR7176 – Polytechnique - X |
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| 2 : | Centre de Recherche en Economie et Management (CREM) |
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CNRS : UMR6211 – Université de Rennes 1 – Université de Caen |
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| Domaine | : | Sciences de l'Homme et Société/Gestion et management |
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| Heat wave – long range dependence – return period – heavy tails – GARMA processes – SARIMA processes |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00463492, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00463492 | |
| oai:hal.archives-ouvertes.fr:hal-00463492 | |
| Contributeur : Department Of Economics | |
| Soumis le : Vendredi 12 Mars 2010, 14:07:40 | |
| Dernière modification le : Vendredi 12 Mars 2010, 14:35:12 | |
