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Nathalie Bertrand

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Stochastic Generator for Rainfall with a Hawkes Process Marked by an Extended Generalized Pareto and a Vine Copula

Number of pages: 37 Posted: 21 Dec 2024
Antoine Chapon, Taha B.M.J. Ouarda and Nathalie Bertrand
affiliation not provided to SSRN, Institut national de la recherche scientifique (INRS) and affiliation not provided to SSRN
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Abstract:

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rainfall, stochastic generator, extreme values, extended generalized Pareto, vine copula