Pages that link to "Item:Q2352979"
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The following pages link to Exact simulation of Brown-Resnick random fields at a finite number of locations (Q2352979):
Displaying 47 items.
- Extremes on river networks (Q262381) (← links)
- Extremes of \(\alpha(t)\)-locally stationary Gaussian processes with non-constant variances (Q321758) (← links)
- Extremes of vector-valued Gaussian processes: exact asymptotics (Q491173) (← links)
- Extremes of locally stationary chi-square processes with trend (Q730347) (← links)
- Extremes of threshold-dependent Gaussian processes (Q1623843) (← links)
- Extremal behavior of hitting a cone by correlated Brownian motion with drift (Q1630665) (← links)
- Tail measure and spectral tail process of regularly varying time series (Q1634191) (← links)
- Extremes of vector-valued Gaussian processes with trend (Q1635571) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremes of \(q\)-Ornstein-Uhlenbeck processes (Q1660308) (← links)
- Hierarchical Archimax copulas (Q1661344) (← links)
- Maximum likelihood estimation of clock skew in IEEE 1588 with fractional Gaussian noise (Q1664856) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Extremes of Gaussian random fields with regularly varying dependence structure (Q1675707) (← links)
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution (Q1686154) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- On generalised Piterbarg constants (Q1703023) (← links)
- Extremes on different grids and continuous time of stationary processes (Q1706348) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- Extremes of standard multifractional Brownian motion (Q1987679) (← links)
- On extremal index of max-stable random fields (Q2044290) (← links)
- A horse race between the block maxima method and the peak-over-threshold approach (Q2075692) (← links)
- A comparative tour through the simulation algorithms for max-stable processes (Q2075789) (← links)
- Derivatives of sup-functionals of fractional Brownian motion evaluated at \(H=\frac{1}{2}\) (Q2082686) (← links)
- Approximation of sojourn times of Gaussian processes (Q2176363) (← links)
- Regularly varying random fields (Q2182640) (← links)
- On generalized Berman constants (Q2218838) (← links)
- High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
- Approximation of supremum of max-stable stationary processes \& Pickands constants (Q2297332) (← links)
- Tail asymptotics for Shepp-statistics of Brownian motion in \(\mathbb{R}^d \) (Q2303023) (← links)
- Drawdown and drawup for fractional Brownian motion with trend (Q2312786) (← links)
- The time of ultimate recovery in Gaussian risk model (Q2322841) (← links)
- On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process (Q2512856) (← links)
- Extremes of Gaussian chaos processes with trend (Q2633360) (← links)
- Estimation of change-point models (Q2671953) (← links)
- Extremes of<i>γ</i>-reflected Gaussian processes with stationary increments (Q4578063) (← links)
- On Extremal Index of max-stable stationary processes (Q4578299) (← links)
- Ruin problem of a two-dimensional fractional Brownian motion risk process (Q4639229) (← links)
- Equivalent representations of max-stable processes via ℓ<sup><i>p</i></sup>-norms (Q4684926) (← links)
- Pickands-Piterbarg constants for self-similar Gaussian processes (Q4999838) (← links)
- On the continuity of Pickands constants (Q5067218) (← links)
- Extremes of <i>L</i><sup><i>p</i></sup>-norm of vector-valued Gaussian processes with trend (Q5086460) (← links)
- Extremes of nonstationary Gaussian fluid queues (Q5215029) (← links)
- Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
- Uniform tail approximation of homogenous functionals of Gaussian fields (Q5233200) (← links)
- Piterbarg's max-discretization theorem for stationary vector Gaussian processes observed on different grids (Q5263983) (← links)
