Marco Oesting

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Detection of long range dependence in the time domain for (in)finite-variance time series Statistics	2024-02-12	Paper
Long memory of max-stable time series as phase transition: asymptotic behaviour of tail dependence estimators Electronic Journal of Statistics	2024-01-05	Paper
A comparative tour through the simulation algorithms for max-stable processes Statistical Science	2022-02-16	Paper
Long range dependence for stable random processes Journal of Time Series Analysis	2021-06-30	Paper
Ordinal patterns in clusters of subsequent extremes of regularly varying time series Extremes	2021-05-21	Paper
Efficient simulation of Brown-Resnick processes based on variance reduction of Gaussian processes Advances in Applied Probability	2020-02-05	Paper
Exact simulation of max-stable processes Biometrika	2019-06-24	Paper
Extremal behaviour of aggregated data with an application to downscaling Biometrika	2019-05-08	Paper
Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes	2019-02-25	Paper
Equivalent representations of max-stable processes via \(\ell^p\)-norms Journal of Applied Probability	2018-09-26	Paper
Sampling from a max-stable process conditional on a homogeneous functional with an application for downscaling climate data Scandinavian Journal of Statistics	2018-08-08	Paper
Bayesian inference for multivariate extreme value distributions Electronic Journal of Statistics	2017-12-08	Paper
Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts Extremes	2017-11-02	Paper
Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation Bernoulli	2017-09-21	Paper
Simulation of max-stable processes	2017-07-04	Paper
Spatial extremes and max-stable processes	2017-07-04	Paper
Conditional simulation of max-stable processes	2017-07-04	Paper
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions	2016-12-15	Paper
Simulation of Brown-Resnick processes Extremes	2016-01-22	Paper
On the distribution of a max-stable process conditional on max-linear functionals Statistics & Probability Letters	2015-06-11	Paper
Conditional sampling for max-stable processes with a mixed moving maxima representation Extremes	2014-12-17	Paper
Statistical inference for max-stable processes by conditioning on extreme events Advances in Applied Probability	2014-07-10	Paper
On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set	2013-10-07	Paper
scientific article; zbMATH DE number 6108458 (Why is no real title available?)	2012-11-19	Paper
Simulationsverfahren fuer Brown-Resnick-Prozesse (Simulation Techniques for Brown-Resnick Processes)	2009-11-23	Paper

Research outcomes over time

This page was built for person: Marco Oesting