0364201 20240103195523.220110926235959.9 000309074600125 6 s. CD ROM cav_un_epca*0364200978-80-7431-059-1751-756PrahaProfessional Publishing Praha2011DlouhýM.SkočdopolováVeronika extremal value regression prediction cav_un_auth*0101227 Volf Petr Stochastická informatika Department of Stochastic Informatics SI SI UTIA-B Department of Stochastic Informatics G Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2011/SI/volf-analysis of occurrence of extremes in a time series with a trend.pdf GAP402/10/0956 GA ČR cav_un_auth*0263482 CEZ:AV0Z10750506 We consider a random series of values and are interested in the analysis and modeling the occurrence of extremes. One of approaches is the analysis of sequence of block maxima. As we assume that the series has a trend, we first select a proper regression model for the block maxima development. From it, a Markov chain of the sequence of extremes is derived. As the transition probabilities of the chain are not tractable analytically, we use the Monte Carlo generation of the chain behavior. Then, from the sample representing the series of block maxima we obtain the rediction of their future behavior. cav_un_auth*0274323 29th International Conference on Mathematical Methods in Economics 2011 Jánská Dolina 06.09.2011-09.09.2011 SK 2012 BB 1 http://hdl.handle.net/11104/0199742 2011 000309074600125 WOS cav_un_epca*0364200 Proccedengs of the 29th International Conference on Mathematical Methods in Economics 2011 978-80-7431-059-1 751 756 Praha Professional Publishing Praha 2011 Dlouhý M. 340 Skočdopolová Veronika 340