Vol. 2, No. 3, 2009

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A statistical study of extreme nor'easter snowstorms

Christopher Karvetski, Robert B. Lund and Francis Parisi

Vol. 2 (2009), No. 3, 341–350
Abstract

This short paper studies the statistical characteristics of extreme snowstorms striking the eastern seaboard of the United States — the so-called nor’easters. Poisson regression techniques and extreme value methods are used to estimate return periods of storms of various snow volumes. Return periods of several memorable events are estimated, including the superstorm of 1993, the North American blizzard of 1996, and the blizzard of 1888. While nor’easters are found to occur more frequently in late winter than early winter, no evidence of increasing/decreasing storm frequencies in time or dependencies on the North Atlantic oscillation is found.

Keywords
extreme values, North Atlantic oscillation, peaks over threshold, Poisson processes, snowstorms
Mathematical Subject Classification 2000
Primary: 60G55, 62G07, 62G32, 62M99
Milestones
Received: 2 February 2009
Accepted: 22 April 2009
Published: 3 October 2009

Communicated by Sat Gupta
Authors
Christopher Karvetski
Department of Systems and Information Engineering
The University of Virginia
PO Box 400747
Charlottesville, VA 22904
United States
Robert B. Lund
Department of Mathematical Sciences
Clemson University
Clemson, SC 29634-0975
United States
Francis Parisi
Standard & Poor’s
Structured Finance Research
55 Water Street
New York City, NY 10041
United States