Point process in environmental modelling
by Shahrina Shahrin
Abstract: Extreme value concept plays an important role in environmental modelling.
An example of its application occurs in monitoring and assessing the environmental data. For such data, a particular interest lies in observing whether there is any trend in its extreme values, i.e. whether the rate of exceedances of a certain threshold is increasing or decreasing with time.
In this talk, the Fisher-Tippet Theorem which underlies the statistics of
extreme values will be reviewed. The three approaches of modelling extreme values, broadly categorized as the classical method, threshold method and
point process approach will also be discussed. Illustrations on how they
work and result of some simulation study will also be included.
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