Pages that link to "Item:Q2352977"
From MaRDI portal
The following pages link to Tail correlation functions of max-stable processes (Q2352977):
Displaying 13 items.
- Bernoulli and tail-dependence compatibility (Q303963) (← links)
- Representations of \(\max\)-stable processes via exponential tilting (Q1660307) (← links)
- Extremes of randomly scaled Gumbel risks (Q1674367) (← links)
- Generalized Pickands constants and stationary max-stable processes (Q1692075) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- ABC model selection for spatial extremes models applied to south Australian maximum temperature data (Q1796940) (← links)
- Extremes and regular variation (Q2080146) (← links)
- Modeling spatial tail dependence with Cauchy convolution processes (Q2106793) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- The realization problem for tail correlation functions (Q2363664) (← links)
- Space‒time max-stable models with spectral separability (Q5197397) (← links)
- High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields (Q6144814) (← links)
- Tail-dependence, exceedance sets, and metric embeddings (Q6144816) (← links)