Asymptotic dependence modeling for spatio-temporal max-stable processes

MaRDI QIDQ4595936zbMATH OpenFDO

Authors Barro Diakarya, Nitiéma S. Pierre Clovis, Diallo Moumouni

Publication date 6 December 2017

Full work available at URL http://www.ejpam.com/index.php/ejpam/article/view/3109

zbMATH Keywords

copulasextreme valuesgeneralized Pareto distributionsmax-stable processspatio-temporal process

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directional data; spatial statistics (62H11) Inference from spatial processes (62M30)

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Cited in

(11)

• Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
• Semiparametric estimation for isotropic max-stable space-time processes
• Asymptotic properties of the empirical spatial extremogram
• Max-stable processes for modeling extremes observed in space and time
• Spatial characterization of stochastic dependence using copulas
• Properties of extremal dependence models built on bivariate MAX-linearity
• Space-time max-stable models with spectral separability
• Measuring and modelling multivariate and spatial dependence of extremes
• Characterization and construction of max-stable processes
• Spatial approach of peaks-over-thresholds in trend detection of extremes
• Asymptotically (in)dependent multivariate maxima of moving maxima process

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