The innovations algorithm is a classical recursive forecasting algorithm...
We propose a model to flexibly estimate joint tail properties by exploit...
Measuring growth rates of apple fruitlets is important because it allows...
We develop a method for investigating conditional extremal relationships...
We consider the problem of performing prediction when observed values ar...
Hazard event sets, which correspond to a collection of synthetic flood
e...
In order to capture the dependence in the upper tail of a time series, w...