Time series of daily mean temperature obtained from the European Climate Assessment data set is analyzed with respect to their extremal properties. A time-series clustering approach which combines Bayesian methodology, extreme value theory and classification techniques is adopted for the...

Abstract Companies in business and industry often make very different demands on statistical software packages, like flexibility concerning customized solutions, possibility of integrating non-standard stochastic approaches, use to validated applications, user-friendly interface, moderate costs,...

The Poisson distribution is a simple and popular model for count-data random variables, but it suffers from the equidispersion requirement, which is often not met in practice. While models for overdispersed counts have been discussed intensively in the literature, the opposite phenomenon,...