When Things Get Extreme: Records and Crashes

Werner Müller; Andreas Quatember; Helmut Waldl

doi:10.1007/978-3-031-69111-9_21

When Things Get Extreme: Records and Crashes

Department of Data Acquisition and Data Quality

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

This contribution is concerned with statistical methods for analyzing extremes in univariate and multivariate time series. In particular, we discuss their use for the detection of global warming signals and assessing dependencies that typically arise in risk management. Multiple connections to the oeuvre of Wolfgang Schmid are indicated (The text is a translated, edited, expanded, and updated version of (Müller and Quatember, Wenn es extrem wird: Krachende Rekorde. In W. G. Müller, A. Quatember (Eds.), Fakt oder Fake? Wie Ihnen Statistik bei der Unterscheidung helfen kann (pp 149–161). Springer, 2022) by permission through Springer Nature license #5420800249333.).

Original language	English
Title of host publication	Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science
Subtitle of host publication	Essays in Honour of Wolfgang Schmid
Editors	Sven Knoth, Yarema Okhrin, Philipp Otto
Publisher	Springer
Pages	441-448
Number of pages	8
ISBN (Electronic)	9783031691119
ISBN (Print)	9783031691102
DOIs	https://doi.org/10.1007/978-3-031-69111-9_21
Publication status	Published - 2024

Fields of science

101018 Statistics
101026 Time series analysis
105108 Geostatistics
509 Other Social Sciences

JKU Focus areas

Sustainable Development: Responsible Technologies and Management

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1007/978-3-031-69111-9_21

Cite this

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title = "When Things Get Extreme: Records and Crashes",

abstract = "This contribution is concerned with statistical methods for analyzing extremes in univariate and multivariate time series. In particular, we discuss their use for the detection of global warming signals and assessing dependencies that typically arise in risk management. Multiple connections to the oeuvre of Wolfgang Schmid are indicated (The text is a translated, edited, expanded, and updated version of (M{\"u}ller and Quatember, Wenn es extrem wird: Krachende Rekorde. In W. G. M{\"u}ller, A. Quatember (Eds.), Fakt oder Fake? Wie Ihnen Statistik bei der Unterscheidung helfen kann (pp 149–161). Springer, 2022) by permission through Springer Nature license \#5420800249333.).",

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doi = "10.1007/978-3-031-69111-9\_21",

language = "English",

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When Things Get Extreme: Records and Crashes. / Müller, Werner ; Quatember, Andreas ; Waldl, Helmut.
Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science: Essays in Honour of Wolfgang Schmid. ed. / Sven Knoth, Yarema Okhrin, Philipp Otto. Springer, 2024. p. 441-448.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

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AU - Quatember, Andreas

AU - Waldl, Helmut

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When Things Get Extreme: Records and Crashes

Abstract

Fields of science

JKU Focus areas

UN SDGs

Access to Document

Other files and links

Applications of Statistical Methods

Statistical Literacy

Spatial econometrics

Cite this

When Things Get Extreme: Records and Crashes

Abstract

Fields of science

JKU Focus areas

UN SDGs

Access to Document

Other files and links

Projects

Applications of Statistical Methods

Statistical Literacy

Spatial econometrics

Cite this