Stable sums to infer high return levels of multivariate rainfall time series

Published in Environmetrics, 2022

Recommended citation: G. Buriticá, P. Naveau. (2022). Stable sums to infer high return levels of multivariate rainfall time series, Environmetrics, e2782. https://doi.org/10.1002/env.2782

‘This paper presents the stable sums method to infer high return levels of multivariate heavy-tailed time series. This new method is justified by the large deviations of powers of α-sums, where α is the tail-index of the series. Its main advantage is that is implementation coincides for dependent and independent time series.’

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‘G. Buriticá, P. Naveau. (2022). Stable sums to infer high return levels of multivariate rainfall time series. Environmetrics, e2782. http://doi.org/10.1002/env.2782