Author

Li Zhang

Date of Graduation

Spring 2011

Degree

Master of Science in Mathematics

Department

Mathematics

Committee Chair

Yingcai Su

Keywords

extreme value theory, threshold, point process, stationary, non-stationary

Subject Categories

Mathematics

Abstract

In this thesis, we introduce asymptotic distribution and statistical theories of extreme values (maximum or minimum) of sequences of random variables. These sequences of random variables are assumed to be independent and identically distributed, stationary o non-stationary, respectively. We apply extreme value theories to the first difference stationary time series to model the maximum values. An example of lake level data, daily recorded across more than thirty years, is considered.

Copyright

© Li Zhang

Campus Only

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