State-space models for maxima precipitation
A very active research field in atmospheric sciences is centered around the modeling of weather extremes. This is mainly due to the large economic and human impacts of such extreme events. In this paper, we focus on the statistical temporal modeling of precipitation maxima because daily and monthly maxima have been recorded for many decades and at various sites. Our goal is to propose two new state-space models whose distributional foundations lie in Extreme Value Theory (EVT). Our first model takes...