Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation (Q2405226): Difference between revisions

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Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
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    Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation (English)
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    21 September 2017
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    importance sampling
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    mixed moving maxima
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    optimal simulation
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