In this work we illustrate an approach to simulate extreme events with high resolution in space. First, we model spatio-temporal variability in the marginal distributions with a flexible semi-parametric specification. Then the Gaussian copula is used to model locally in time and space the extremal dependence. The methods are showcased with an application to daily precipitations in the Venice lagoon catchment.
Space-time extreme rainfall simulation under a geostatistical approach
Callegher, Gianmarco;Gaetan, Carlo;Le Carrer, Noémie;Prosdocimi, Ilaria
2021-01-01
Abstract
In this work we illustrate an approach to simulate extreme events with high resolution in space. First, we model spatio-temporal variability in the marginal distributions with a flexible semi-parametric specification. Then the Gaussian copula is used to model locally in time and space the extremal dependence. The methods are showcased with an application to daily precipitations in the Venice lagoon catchment.
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