Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (Q5379908)

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scientific article; zbMATH DE number 7066229
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Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
scientific article; zbMATH DE number 7066229

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    Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes (English)
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    14 June 2019
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    extreme value theory
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    max-stable process
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    peaks-over-threshold method
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    Poisson point process
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    spectral density
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