Modeling methane emission via the infinite moving average process
The aim of this paper is to provide guidelines for the statistically efficient estimation of the methane emission in the sedge-grass marsh, South Bohemia, Czech Republic. Such a study is important for a better understanding of the rate and dynamics of methane emissions from wetland ecosystems, and in particular to build a model of local methane flux. We have modeled a time series of the data via an infinite moving average process with Pareto tails of the exceedances. To assure the consistency of such an estimator, we have used both Hill and t-Hill estimators. We have provided proof of the weak consistency of the t-Hill estimator in the case of dependent data. This estimator has a simple form and it provides a nice trade-off between efficiency and robustness. Finally, we have presented a discussion on its robustness. (C) 2013 Elsevier B.V. All rights reserved.
moving average process pareto tails t-hill estimator weak consistency environmental chemistry methane emission model