Conditional sampling for max-stable processes with a mixed moving maxima representation (Q483523): Difference between revisions

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+Extreme values of independent stochastic processes
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+Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data
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+An introduction to the theory of point processes
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+Basic properties and prediction of max-ARMA processes
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+Prediction of stationary max-stable processes
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+Regular conditional distributions of continuous max-infinitely divisible random fields
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+Conditional simulation of max-stable processes
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+An equivalent representation of the Brown-Resnick process
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+Strictly Proper Scoring Rules, Prediction, and Estimation
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+Extremes of independent Gaussian processes
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+Stationary max-stable fields associated to negative definite functions
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+Simulation of Brown-Resnick processes
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+Markov functions
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+Models for stationary max-stable random fields
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+Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
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+Conditional sampling for spectrally discrete max-stable random fields
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+Sample and ergodic properties of some min-stable processes
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