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Martin Schlather - MaRDI portal

Martin Schlather

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Person:167192

Available identifiers

zbMath Open schlather.martinDBLP148/5309WikidataQ57959285 ScholiaQ57959285MaRDI QIDQ167192

List of research outcomes

PublicationDate of PublicationType
Comparative evaluation of point process forecasts2024-01-16Paper
Characterization theorems for pseudo cross-variograms2024-01-12Paper
Covariance models for multivariate random fields resulting from pseudo cross-variograms2023-08-08Paper
A queueing model of visual search2023-08-07Paper
Bivariate covariance functions of Pólya type2022-12-23Paper
A semi-group approach to Principal Component Analysis2021-12-07Paper
A generalization of Matérn hard-core processes with applications to max-stable processes2020-12-11Paper
Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes2019-06-14Paper
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes2019-02-25Paper
Marked point process adjusted tail dependence analysis for high-frequency financial data2018-05-08Paper
Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts2017-11-02Paper
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation2017-09-21Paper
A general class of mosaic random fields2017-09-05Paper
The realization problem for tail correlation functions2017-07-25Paper
Conditionally Max-stable Random Fields based on log Gaussian Cox Processes2016-12-14Paper
Bivariate Covariance Functions of P\'olya Type2016-09-21Paper
A model for carrier-mediated biological signal transduction based on equilibrium ligand binding theory2016-09-07Paper
Continuity of Random Fields on Riemannian Manifolds2016-07-20Paper
Intrinsically weighted means and non-ergodic marked point processes2016-02-23Paper
Simulation of Brown-Resnick processes2016-01-22Paper
Tail correlation functions of max-stable processes2015-07-07Paper
Matérn Cross-Covariance Functions for Multivariate Random Fields2015-06-16Paper
Maxima of independent, non-identically distributed Gaussian vectors2015-05-19Paper
An exceptional max-stable process fully parameterized by its extremal coefficients2015-05-19Paper
Joint extremal behavior of hidden and observable time series with applications to GARCH processes2015-04-15Paper
Conditional sampling for max-stable processes with a mixed moving maxima representation2014-12-17Paper
Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events2014-07-10Paper
A derivation of the grand canonical partition function for systems with a finite number of binding sites using a Markov chain model for the dynamics of single molecules2014-06-16Paper
https://portal.mardi4nfdi.de/entity/Q54083242014-04-09Paper
Interpolation of spatial data – A stochastic or a deterministic problem?2014-01-21Paper
On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set2013-10-07Paper
On the interaction of two different types of ligands binding to the same molecule. I: Basics and the transfer of the decoupled sites representation to systems with n and one binding sites2013-02-07Paper
On the interaction of different types of ligands binding to the same molecule part II: systems with \(n\) to 2 and \(n\) to 3 binding sites2013-02-07Paper
Random Marked Sets2012-11-02Paper
Covariance Models for Divergence-Free and Curl-Free Random Vector Fields2012-10-29Paper
Intrinsically Weighted Means of Marked Point Processes2012-10-04Paper
Characterizing extremal coefficient functions and extremal correlation functions2012-05-07Paper
High-level dependence in time series models2011-11-26Paper
A construction principle for multivariate extreme value distributions2011-10-12Paper
Some covariance models based on normal scale mixtures2011-09-02Paper
An equivalent representation of the Brown-Resnick process2011-07-26Paper
Ergodic properties of max-infinitely divisible processes2010-03-01Paper
Stationary max-stable fields associated to negative definite functions2009-11-04Paper
Capturing the multivariate extremal index: bounds and interconnections2009-08-08Paper
Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process?2007-07-16Paper
Local approximation of variograms by covariance functions2006-06-30Paper
Detecting Dependence Between Marks and Locations of Marked Point Processes2005-04-11Paper
Stochastic Models That Separate Fractal Dimension and the Hurst Effect2005-02-25Paper
Models for stationary max-stable random fields2004-03-16Paper
Inequalities for the extremal coefficients of multivariate extreme value distributions2004-03-16Paper
A dependence measure for multivariate and spatial extreme values: Properties and inference2004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44256522003-09-11Paper
Limit distributions of norms of vectors of positive i. i. d. random variables2003-05-06Paper
https://portal.mardi4nfdi.de/entity/Q45394782002-07-08Paper
Analogies and correspondences between variograms and covariance functions2002-05-23Paper
Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution2002-04-07Paper
On the second-order characteristics of marked point processes2002-01-24Paper
Random sequential adsorption: Relationship to dead leaves and characterization of variability2001-03-20Paper
A Formula for the Edge Length Distribution Function of the Poisson Voronoi Tessellation2001-03-05Paper
On a Class of Models of Stochastic Geometry Constructed by Random Measures2000-06-05Paper
Edge systems of time-dependent incomplete poisson voronoi tessellations2000-05-09Paper

Research outcomes over time


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