The paper on the 2003 heat wave has been submitted a few months ago, and now, the preprint can be downloaded (here for the preprint version, or here on Hal). The paper has a long story, that I will probably summarize here, some day…

“Extremal events are difficult to model since it is difficult to characterize formally those events. The 2003 heat wave in Europe was not characterized by very high temperatures, but mainly the fact that night temperature were no cool enough for a long period of time. Hence, simulation of several models (either with heavy tailed noise or long range dependence) yielddifferent estimations for the return period of that extremal event.  “

The paper has been presented in several conferences, in started a couple of days after the birth of Romane, in March 2005, in talks on dependencies in environmental series….