Pages that link to "Item:Q5384370"

The following pages link to Exact simulation of max-stable processes (Q5384370):

Displaying 13 items.

• Extremal attractors of Liouville copulas (Q110549) (← links)
• Exact simulation of reciprocal Archimedean copulas (Q722659) (← links)
• Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
• Hierarchical Archimax copulas (Q1661344) (← links)
• Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts (Q1675706) (← 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)
• Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
• Ordinal patterns in clusters of subsequent extremes of regularly varying time series (Q2027087) (← links)
• Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant (Q2034475) (← links)
• Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach (Q2046292) (← links)
• Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
• High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)