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11 IMSC Session Program<br />

Statistical inference for space-time extremes<br />

Friday - Plenary Session 7<br />

A. C. Davison<br />

EPFL, Switzerland<br />

Statistical inference for extremes of univariate time series is now well-established and<br />

widely used in climate applications. However many problems involve extremes that<br />

are dependent in space or time or both, and inference for these is much less well<br />

developed. In this talk I shall describe approaches to modelling such extremes,<br />

illustrated with rainfall and with temperature data. The ingredients are composite<br />

likelihood, Gaussian processes, max-stable models, peaks over thresholds and block<br />

maxima models for extremes, and of course data. The work is joint with Mehdi<br />

Gholamrezaee, Raphaël Huser, Simone Padoan and Mathieu Ribatet, and is supported<br />

by the Swiss National Science Foundation and the Competence Centre for<br />

Environmental Sustainability. (http://www.cces.ethz.ch/projects/hazri/EXTREMES)<br />

Abstracts 297

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