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Keywords: time-series modeling
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Journal Articles
Publisher: ASME
Article Type: Research Papers
J. Offshore Mech. Arct. Eng. October 2023, 145(5): 051201.
Paper No: OMAE-22-1167
Published Online: February 28, 2023
.... Then, extreme value analysis is performed by simulating from the fitted time-series model that preserves both the marginal probability distribution and the autocorrelation. In this way, the effect of serial correlation on the extreme values can be taken into account, without subsampling and de-clustering...