Chain Plot: A Tool for Exploiting Bivariate Temporal Structures

In this paper we present a graphical tool useful for visualizing the cyclic behaviour of bivariate time series. We investigate its properties and link it to the asymmetry of the two variables concerned. We also suggest adding approximate confidence bounds to the points on the plot and investigate the effect of lagging to the chain plot. We conclude our paper by some standard Fourier analysis, relating and comparing this to the chain plot

Goodness-of-fit test in extreme value applications

Inference for extreme values based on the generalized extreme value distributions has become a standard practice in the last decades. We summarize the available tests for checking the conditions for these procedures. Besides the well-known Kolmogorov-Smirnov and Anderson-Darling tests two new procedures are also presented. We give the critical values to the methods and compare their properties for simulated as well as real hydrological data. Similar results are given for the case, when the modelling is based on the excess distribution (generalized Pareto). Finally a likelihood ratio test is given for the expected shortfall which is an important risk measure for financial data

L’anthropologie de la patrie: le patriotisme hongrois

Rapport de progression de rechercheinfo:eu-repo/semantics/publishe

Anthropologie de la patrie: le patriotisme hongrois

info:eu-repo/semantics/publishe