On the performance of the Bayesian composite likelihood estimation of max-stable processes (Q5106978): Difference between revisions

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Latest revision as of 12:07, 22 July 2024

scientific article; zbMATH DE number 7192099
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English
On the performance of the Bayesian composite likelihood estimation of max-stable processes
scientific article; zbMATH DE number 7192099

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    On the performance of the Bayesian composite likelihood estimation of max-stable processes (English)
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    22 April 2020
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    max-stable processes
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    Gaussian extreme value process
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    Brown-Resnick process
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    composite likelihoods
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    Markov chain Monte Carlo
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    estimation performance
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