Testing for changes in the tail behavior of Brown-Resnick Pareto processes

DOI10.1016/j.spa.2021.11.009zbMath1480.60141OpenAlexW3216396618MaRDI QIDQ2066970

Christian Y. Robert

Publication date: 17 January 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.11.009

zbMATH Keywords

infill asymptotics\(r\)-Pareto processesapproximate total variationBrown-Resnick max-stable processes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Uses Software

• CopulaModel

Cites Work

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