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Statistiques des valeurs extrêmes dans le cas de lois discrètes

Abstract : We propose a method to generate a warning system for the early detection of time clusters in discrete time series. Two approaches are developed, one using an approximation of the return period of an extreme event, independently of the nature of the data, the other using an estimation of the return period via standard EVT tools after a smoothing of our discrete data into continuous ones. This method allows us to define a surveillance and prediction system which is applied to finance and public health surveillance.
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Submitted on : Monday, March 7, 2011 - 9:37:51 AM
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  • HAL Id : hal-00572559, version 1



Anis Borchani. Statistiques des valeurs extrêmes dans le cas de lois discrètes. 2010, 71, xv p. ⟨hal-00572559⟩



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