On the likelihood function of Gaussian max-stable processes
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Cited in
(42)- Mixtures of skewed Kalman filters
- Composite likelihood methods for histogram-valued random variables
- Non-stationary dependence structures for spatial extremes
- Geostatistics of extremes
- Geostatistics of dependent and asymptotically independent extremes
- Some new classes of stationary max-stable random fields
- An exceptional max-stable process fully parameterized by its extremal coefficients
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- Distributed Inference for Spatial Extremes Modeling in High Dimensions
- Estimation of spatial max-stable models using threshold exceedances
- High-dimensional inference using the extremal skew-\(t\) process
- Truncated pair-wise likelihood for the Brown-Resnick process with applications to maximum temperature data
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Conditional independence among max-stable laws
- A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
- Likelihood Inference for Multivariate Extreme Value Distributions Whose Spectral Vectors have known Conditional Distributions
- An estimator of the stable tail dependence function based on the empirical beta copula
- Approximate Bayesian computing for spatial extremes
- Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
- On the performance of the Bayesian composite likelihood estimation of max-stable processes
- Spatial extreme value analysis to project extremes of large‐scale indicators for severe weather
- Semiparametric estimation for isotropic max-stable space-time processes
- Multivariate extreme value copulas with factor and tree dependence structures
- A Bayesian hierarchical model for spatial extremes with multiple durations
- On the distribution of a max-stable process conditional on max-linear functionals
- Assessing models for estimation and methods for uncertainty quantification for spatial return levels
- A hierarchical max-stable spatial model for extreme precipitation
- Stochastic derivative estimation for max-stable random fields
- Weather derivative risk measures for extreme events
- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
- Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool
- Neural networks for parameter estimation in intractable models
- Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution
- Discussion of ``Statistical modeling of spatial extremes by A. C. Davison, S. A. Padoan and M. Ribatet
- Composite likelihood estimation for the Brown-Resnick process
- Conditioned limit laws for inverted max-stable processes
- Approximate Bayesian computation with composite score functions
- Full likelihood inference for max-stable data
- Multivariate max-stable processes and homogeneous functionals
- Statistical modeling of spatial extremes
- 30 years of space-time covariance functions
- Inference on extremal dependence in the domain of attraction of a structured Hüsler-Reiss distribution motivated by a Markov tree with latent variables
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