Extreme values of independent stochastic processes

Cited in

(only showing first 100 items - show all)

Stationary max-stable fields associated to negative definite functions
Extremes of space-time Gaussian processes
max-infinitely divisible and max-stable sample continuous processes
Maxima of bivariate random vectors: Between independence and complete dependence
A note on maxima of bivariate random vectors
A Bayesian hierarchical model for spatial extremes with multiple durations
Representations of \(\max\)-stable processes via exponential tilting
Extremes of q-Ornstein-Uhlenbeck processes
Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution
Spatial risk measures and applications to max-stable processes
A Bayesian spatio-temporal model for precipitation extremes -- STOR team contribution to the EVA2017 challenge
ABC model selection for spatial extremes models applied to south Australian maximum temperature data
Basin-wide spatial conditional extremes for severe ocean storms
On extremal index of max-stable random fields
Semiparametric estimation for space-time max-stable processes: an \(F\)-madogram-based approach
Rank-based estimation under asymptotic dependence and independence, with applications to spatial extremes
Testing for changes in the tail behavior of Brown-Resnick Pareto processes
Whittle estimation based on the extremal spectral density of a heavy-tailed random field
Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
Power variations for a class of Brown-Resnick processes
Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data
High-dimensional inference using the extremal skew-\(t\) process
Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
Extremes of weighted Dirichlet arrays
Improved return level estimation via a weighted likelihood, latent spatial extremes model
New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\)
Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes
Semiparametric estimation for isotropic max-stable space-time processes
On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
Maxima of independent, non-identically distributed Gaussian vectors
On the distribution of a max-stable process conditional on max-linear functionals
Exact simulation of Brown-Resnick random fields at a finite number of locations
Expansions and penultimate distributions of maxima of bivariate normal random vectors
Measures of serial extremal dependence and their estimation
Spatial extremes: models for the stationary case
Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
Extremes on river networks
A characterization of the normal distribution using stationary max-stable processes
Stochastic derivative estimation for max-stable random fields
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
Models for extremal dependence derived from skew-symmetric families
On the structure and representations of max-stable processes
Non-stationary dependence structures for spatial extremes
Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
Minima and maxima of elliptical arrays and spherical processes
Some new classes of stationary max-stable random fields
Extreme dependence models based on event magnitude
Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
Max-stable processes for modeling extremes observed in space and time
Invariance properties of random vectors and stochastic processes based on the zonoid concept
Approximate Bayesian computing for spatial extremes
On generalized max-linear models in max-stable random fields
Conditional sampling for max-stable processes with a mixed moving maxima representation
CRPS M-estimation for max-stable models
Max-stable processes and stationary systems of Lévy particles
Geostatistics of dependent and asymptotically independent extremes
Large fork-join queues with nearly deterministic arrival and service times
On the performance of the Bayesian composite likelihood estimation of max-stable processes
Statistical inference for max-stable processes by conditioning on extreme events
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes
An equivalent representation of the Brown-Resnick process
Maxima of skew elliptical triangular arrays
A hierarchical max-infinitely divisible spatial model for extreme precipitation
On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures”
Stationary systems of Gaussian processes
Some variations on the extremal index
The extremes of dependent chi-processes attracted by the Brown-Resnick process
Spectral representations of sum- and max-stable processes
A parametric model bridging between bounded and unbounded variograms
Point process of clusters for a stationary Gaussian random field on a lattice
Distributed Inference for Spatial Extremes Modeling in High Dimensions
Correlation of powers of Hüsler-Reiss vectors and Brown-Resnick fields, and application to insured wind losses
Stochastic ordering in multivariate extremes
Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes
Advances in statistical modeling of spatial extremes
Shift-invariant homogeneous classes of random fields
Spatiotemporal modeling of hydrological return levels: a quantile regression approach
Investigating the association between late spring Gulf of Mexico sea surface temperatures and U.S. Gulf Coast precipitation extremes with focus on Hurricane Harvey
A multivariate spatial skew-t process for joint modeling of extreme precipitation indexes
Space-time trends and dependence of precipitation extremes in north-western Germany
Simultaneous autoregressive models for spatial extremes
Spatial dependence of extreme seas in the North East Atlantic from satellite altimeter measurements
Spatial deformation for nonstationary extremal dependence
Recognizing a spatial extreme dependence structure: a deep learning approach
Non-stationarities in extreme hourly precipitation over the Piave basin, northern Italy
Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
Alexa A. Sochaniwsky and Paul D. Mcnicholas's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
Stefano Rizzelli's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
Emilio Porcu, Horst Simon, and Youssef Wehbe's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
Jonathan Koh's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
Anthony C. Davison and Raphaël de Fondeville's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland

This page was built for publication: Extreme values of independent stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4164609)