Pages that link to "Item:Q5384370"

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

Displaying 33 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)
• ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← 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)
• 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)
• Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
• Modeling spatial extremes using normal mean-variance mixtures (Q2135577) (← links)
• About the exact simulation of bivariate (reciprocal) Archimax copulas (Q2148720) (← links)
• Continuous simulation of storm processes (Q2158809) (← links)
• On the structure of exchangeable extreme-value copulas (Q2201562) (← links)
• Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data (Q2231305) (← links)
• High-dimensional inference using the extremal skew-\(t\) process (Q2231315) (← links)
• Canonical spectral representation for exchangeable max-stable sequences (Q2303028) (← links)
• Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes (Q2311596) (← links)
• Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
• On logarithmically optimal exact simulation of max-stable and related random fields on a compact set (Q2325347) (← links)
• Stochastic derivative estimation for max-stable random fields (Q2672077) (← links)
• Probabilities of Concurrent Extremes (Q3121180) (← links)
• Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038) (← links)
• Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
• Total positivity in multivariate extremes (Q6136578) (← links)
• A modeler's guide to extreme value software (Q6144812) (← links)
• High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields (Q6144814) (← links)
• Full likelihood inference for max-stable data (Q6541493) (← links)