Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation (Q2405226)
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English | Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation |
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Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation (English)
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21 September 2017
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importance sampling
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mixed moving maxima
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optimal simulation
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