Article

Structural time series analysis of extremes

2025-04-18

Abstract excerpt

<title>Abstract</title> <p>This study presents a data-driven analysis of non-stationary temperature extremes using a structural time series approach combined with Extreme Value Theory (EVT). We extend the Dynamic Generalized Extreme Value (DGEV) framework by integrating an Expectation-Maximization (EM) algorithm for robust parameter estimation. Using over a century of daily temperature records from Uccle, Belgium...

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Literature Corpus work: d7800850-6959-50e3-8f19-9204e51de403
DOI: 10.21203/rs.3.rs-6271775/v1

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