The analysis of joint probability distributions of rainfall characteristics such as severity and duration is important in water resources management. Deriving their distributions using standard statistical techniques are often problematical due to its complexity. Standard methods usually assume...

Some structural break techniques defined in the time and frequency domains are presented to explore, at the same time, the empirical evidence of the mean and covariance instability by uncovering regime-shifts in some inflation series. To that effect, we pursue a methodology that combines two...